Chow Breakpoint Test Distribution
Posted: Wed Mar 03, 2010 5:57 pm
Hey--
My name is Dan Huff and I am currently an undergraduate student working on an econometrics project dealing with the EU. I am attempting to test if membership in the EU (or any other policies adopted as a result of joining) cause a structural break in how RGDPpc is calculated. In order to do this, I need to create a program that will give me the distribution of probabilities from every data point in the series that I can do the Chow Breakpoint Test on. Can this actually be done in Eviews or is this a Mathematica problem?
Thanks,
Dan
P.S. Forgot to mention I am using Eviews 4.1
My name is Dan Huff and I am currently an undergraduate student working on an econometrics project dealing with the EU. I am attempting to test if membership in the EU (or any other policies adopted as a result of joining) cause a structural break in how RGDPpc is calculated. In order to do this, I need to create a program that will give me the distribution of probabilities from every data point in the series that I can do the Chow Breakpoint Test on. Can this actually be done in Eviews or is this a Mathematica problem?
Thanks,
Dan
P.S. Forgot to mention I am using Eviews 4.1