Test for structural change

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forooz
Posts: 1
Joined: Sat Sep 03, 2011 11:32 am

Test for structural change

Postby forooz » Sat Sep 03, 2011 11:57 am

I've estimated VAR and VEC- models and would like to test for structural change .Is it possible to do that in EViews 5? (I' ve never been using the command line so far, so if i have to create the test myself, detailed instructions would be of great help!)
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Test for structural change

Postby EViews Glenn » Tue Sep 06, 2011 9:36 am

EViews doesn't have built-in features for that test in the VAR/VEC context (we do have them for single equations). You'll have to specify the equations in a system and estimate the unrestricted models and test.
Sorry.
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