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Breakpoint Unit Root-Panel Data
Posted: Sun Oct 30, 2016 8:34 pm
by econochoice
How can I test Breakpoint Unit Root in Panel Data. Eviews allows that for Time Series but cant find it for panel data
Breakpoint Unit Root-Panel Data
Posted: Sun Oct 30, 2016 8:42 pm
by EViews Gareth
EViews does not have breakpoint unit root tests for panels built in.
Re: Breakpoint Unit Root-Panel Data
Posted: Sun Oct 30, 2016 9:56 pm
by econochoice
Any solution?. Add-in or some other way, any other software ? If none then please name the test I should use.