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Structural Break Tests
Posted: Sun Sep 27, 2015 11:07 pm
by jhh
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.
Re: Structural Break Tests
Posted: Mon Sep 28, 2015 7:53 am
by EViews Gareth
Estimate an equation using Quick->Estimate, then once it is estimated, click on View->Structural Diagnostics->Multiple Breakpoint test.
Re: Structural Break Tests
Posted: Wed Sep 30, 2015 1:49 am
by jhh
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.