Panel cointegration with breaks

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Soledad Feal
Posts: 2
Joined: Mon Jul 21, 2014 1:48 pm

Panel cointegration with breaks

Postby Soledad Feal » Mon Jul 21, 2014 1:53 pm

I am wondering if there is any panel unit root, and panel cointegration tests with structural breaks that can be performed in EViews, or anyone can provide a code, or suggest any add-in.
Thank you very much in advance,

Soledad
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel cointegration with breaks

Postby EViews Gareth » Mon Jul 21, 2014 2:06 pm

There's nothing built in.
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Soledad Feal
Posts: 2
Joined: Mon Jul 21, 2014 1:48 pm

Re: Panel cointegration with breaks

Postby Soledad Feal » Wed Jul 23, 2014 12:48 pm

Thank you
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