Page 1 of 1
structural break test in cointegration
Posted: Tue Mar 02, 2010 8:35 am
by disha
Could you please tell me how to do a structural test in cointegration in eviews?
Re: structural break test in cointegration
Posted: Tue Mar 02, 2010 8:59 am
by EViews Gareth
There is no built in procedure for that.
Re: structural break test in cointegration
Posted: Tue Mar 02, 2010 9:34 am
by disha
There is no built in procedure for that.
THank you.
But could you tell me how should I go about it, if I wish to test structural break in cointegration(eviews)?
Also, is chow test good for testing such structural breaks?[
Re: structural break test in cointegration
Posted: Wed Mar 03, 2010 10:26 am
by EViews Glenn
Google or Bing will do a better job of answering that question than we can...