Structural break tests in ARCH/GARCH

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Vlad
Posts: 2
Joined: Mon Aug 08, 2011 9:13 pm

Structural break tests in ARCH/GARCH

Postby Vlad » Mon Aug 08, 2011 9:52 pm

Hi,

Is it possible to do a structural break test for an ARCH/GARCH model in eViews?

Thank you!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Structural break tests in ARCH/GARCH

Postby EViews Gareth » Mon Aug 08, 2011 10:21 pm

There is nothing built in, no.
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