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Test for structural change

Posted: Sat Sep 03, 2011 11:57 am
by forooz
I've estimated VAR and VEC- models and would like to test for structural change .Is it possible to do that in EViews 5? (I' ve never been using the command line so far, so if i have to create the test myself, detailed instructions would be of great help!)

Re: Test for structural change

Posted: Tue Sep 06, 2011 9:36 am
by EViews Glenn
EViews doesn't have built-in features for that test in the VAR/VEC context (we do have them for single equations). You'll have to specify the equations in a system and estimate the unrestricted models and test.
Sorry.