Zivot Andrews structural break test

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serenburg
Posts: 1
Joined: Mon Jan 31, 2011 12:22 pm

Zivot Andrews structural break test

Postby serenburg » Mon Jan 31, 2011 12:35 pm

Does EViews 7 (or any of the versions) have the Zivot Andrews structural break test? Thanks for any information you may have.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Zivot Andrews structural break test

Postby startz » Mon Jan 31, 2011 12:41 pm

Version 7.1 has an add-in
http://forums.eviews.com/viewtopic.php?f=23&t=2134
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