Break Point test
Posted: Wed Apr 04, 2012 9:05 am
Hi Folks,
I am trying to do forecasting using GMM. It appears that there is a significant structural break in one of my equations according to the breakpoint tests. Can anyone tell me please how to take this into account?
Thanks for the usual help
I am trying to do forecasting using GMM. It appears that there is a significant structural break in one of my equations according to the breakpoint tests. Can anyone tell me please how to take this into account?
Thanks for the usual help