Chow Breakpoint Test Distribution

For questions regarding programming in the EViews programming language.

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pipedowndjh
Posts: 2
Joined: Wed Mar 03, 2010 5:48 pm

Chow Breakpoint Test Distribution

Postby pipedowndjh » Wed Mar 03, 2010 5:57 pm

Hey--

My name is Dan Huff and I am currently an undergraduate student working on an econometrics project dealing with the EU. I am attempting to test if membership in the EU (or any other policies adopted as a result of joining) cause a structural break in how RGDPpc is calculated. In order to do this, I need to create a program that will give me the distribution of probabilities from every data point in the series that I can do the Chow Breakpoint Test on. Can this actually be done in Eviews or is this a Mathematica problem?

Thanks,

Dan

P.S. Forgot to mention I am using Eviews 4.1

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

Re: Chow Breakpoint Test Distribution

Postby EViews Gareth » Wed Mar 03, 2010 6:58 pm

In EViews 4 you'll have to program it yourself (pretty easy). EViews 6 and 7 have the ubreak command that will do it for you.

pipedowndjh
Posts: 2
Joined: Wed Mar 03, 2010 5:48 pm

Re: Chow Breakpoint Test Distribution

Postby pipedowndjh » Wed Mar 03, 2010 7:03 pm

I guess I should have asked how one does that. I do not know how to do it at all. I was trying to figure it out today using the commands in the help file but I don't have the knowledge to do it apparently. Could anyone help me write it? Any help is appreciated.


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