Model A)
Code: Select all
1 : T>=S
0 : T<S
S=Structural break date
Model B)
Code: Select all
1 : T>S
0 : T<=S
S=Structural break date
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
Code: Select all
1 : T>=S
0 : T<S
S=Structural break date
Code: Select all
1 : T>S
0 : T<=S
S=Structural break date
Either is fine. They differ in whether date T is on or off.
Is this arbitrary ?Which side of the structural break do you want observation T to be in.
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