EViews.com • Structural break tests in ARCH/GARCH

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Structural break tests in ARCH/GARCH

Posted: Mon Aug 08, 2011 9:52 pm

by Vlad

Hi,

Is it possible to do a structural break test for an ARCH/GARCH model in eViews?

Thank you!

Structural break tests in ARCH/GARCH

Posted: Mon Aug 08, 2011 10:21 pm

by EViews Gareth

There is nothing built in, no.