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Gregory and Hansen test multple structural breaks in Eviews
Posted: Wed Mar 19, 2014 9:40 am
by josef
I would like to perform a test of Gregory and Hansen to tst multiple structural change, cans someone showme. many thanks in advance
Re: Gregory and Hansen test multple structural breaks in Evi
Posted: Wed Mar 19, 2014 11:22 am
by EViews Glenn
Re: Gregory and Hansen test multple structural breaks in Evi
Posted: Thu Mar 20, 2014 12:11 am
by josef
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
Re: Gregory and Hansen test multple structural breaks in Evi
Posted: Thu Mar 20, 2014 1:21 am
by EViews Gareth
No there does not.
Re: Gregory and Hansen test multple structural breaks in Evi
Posted: Thu Mar 20, 2014 2:25 am
by josef
Many thanks