Structural Break Tests

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jhh
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Joined: Tue Feb 17, 2015 12:03 am

Structural Break Tests

Postby jhh » Sun Sep 27, 2015 11:07 pm

My data set contains 55 data points. I want to run a structural break tests. I am using eviews 8. what are the steps that i need to follow to carry out the Bai and Perron test?
thank you for your help.
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EViews Gareth
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Re: Structural Break Tests

Postby EViews Gareth » Mon Sep 28, 2015 7:53 am

Estimate an equation using Quick->Estimate, then once it is estimated, click on View->Structural Diagnostics->Multiple Breakpoint test.
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jhh
Posts: 10
Joined: Tue Feb 17, 2015 12:03 am

Re: Structural Break Tests

Postby jhh » Wed Sep 30, 2015 1:49 am

i am using an univariate Unobserved components model on a single time series. i want to include a dummy variable to capture the break date. so i am confused as to which equation should i estimate?
once again thank you.
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