How to perform unit root test with structural break point?

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econometricz
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Joined: Mon Jun 28, 2010 7:52 pm

How to perform unit root test with structural break point?

Postby econometricz » Mon Jun 28, 2010 8:24 pm

Is there anyway I can test for structural break in a series using Eviews 6? If yes, please let me know how. Also, if there is a structural change in a series or some of the series that I am working with, can I still use the Johansen's cointegration technique to test for number of cointegrating vectors? thanks in advance!
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