Gregory and Hansen test multple structural breaks in Eviews

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josef
Posts: 3
Joined: Wed Mar 19, 2014 7:02 am

Gregory and Hansen test multple structural breaks in Eviews

Postby josef » Wed Mar 19, 2014 9:40 am

I would like to perform a test of Gregory and Hansen to tst multiple structural change, cans someone showme. many thanks in advance


josef
Posts: 3
Joined: Wed Mar 19, 2014 7:02 am

Re: Gregory and Hansen test multple structural breaks in Evi

Postby josef » Thu Mar 20, 2014 12:11 am

Many thanks. But I would like to know whther exists a function in Eviews that can be used directely without programming. I mean I function which ready to perform Gregory and Hansen test without programming it. for examle : for the unit root test there is ADF test which already exists in Eviews functions. MAny thanks in advance

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Gregory and Hansen test multple structural breaks in Evi

Postby EViews Gareth » Thu Mar 20, 2014 1:21 am

No there does not.

josef
Posts: 3
Joined: Wed Mar 19, 2014 7:02 am

Re: Gregory and Hansen test multple structural breaks in Evi

Postby josef » Thu Mar 20, 2014 2:25 am

Many thanks


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