cointegration in structural breaks

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yoryiecn
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Joined: Thu Jul 17, 2014 9:33 am

cointegration in structural breaks

Postby yoryiecn » Thu Jul 17, 2014 10:06 am

I am working with databases that when i test with Perron (1997) (the add in) exist evidence of unit root test with structural break. I want to know if exist a method (or addin) more apropiated to test the residuals (resids) to know if the model is OK or is not valid due a structural break.
What is the correct method to work with structural break (for estimation or pronostics) ?

Sorry my bad english.
Regards from Dominican Republic

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