Break Point test

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Envirogate
Posts: 12
Joined: Mon Apr 04, 2011 9:18 am

Break Point test

Postby Envirogate » Wed Apr 04, 2012 9:05 am

Hi Folks,
I am trying to do forecasting using GMM. It appears that there is a significant structural break in one of my equations according to the breakpoint tests. Can anyone tell me please how to take this into account?

Thanks for the usual help
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