unknown multiple structural break test

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tpr3396
Posts: 9
Joined: Sat Jul 11, 2009 4:19 am

unknown multiple structural break test

Postby tpr3396 » Tue Oct 06, 2009 7:12 am

How to detect possible unknown multiple structural breaks in time series by EViews? Thanks
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: unknown multiple structural break test

Postby trubador » Tue Oct 06, 2009 11:54 pm

There is a piece of code here, but I am not sure whether it is working correctly. Anyway, it should give you an idea how to handle this type of analysis in EViews.
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