Structural breaks in non- stationary data series

[MayankM]

Hello,

I am using Eviews 6. Its a 3 variable regression model and all the variables are nonstationary. I was wondering if any test exist in Eviews to detect the structural breaks in this type of non stationary data series. Please give me some insight on this issue.

Thank you

[mscarlatos]

If your series are nonstationary, you should run a cointegration test on them which you can do in eviews6. If it turns out they are cointegrated, then it is permissible to revert to the original OLS coefficients and run Chow or Quandt Andrews tests for structural breaks.