unknown multiple structural break test
Posted: Tue Oct 06, 2009 7:12 am
by tpr3396
How to detect possible unknown multiple structural breaks in time series by EViews? Thanks
Re: unknown multiple structural break test
Posted: Tue Oct 06, 2009 11:54 pm
by trubador
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.