How to perform unit root test with structural break point?
Posted: 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!