Thank you for your beautiful approach in the video. I have a simple query: Assuming that there is a structural break, how can I conduct unit root test with break?
Thank you very much! When we test the breakpoints of y~x1+x2, how can I set the coefficient of x1 fixed, and only the coefficient of x2 has breakpoints here?
Thank you for your beautiful approach in the video. I have a simple query: Assuming that there is a structural break, how can I conduct unit root test with break?
Thanks a lot for presenting the structural break test vividly, I have a question: How do we interpret the "Trimmed Sample" in the output.
Thank you very much! When we test the breakpoints of y~x1+x2, how can I set the coefficient of x1 fixed, and only the coefficient of x2 has breakpoints here?
Thank you! Do you know some method to apply in a panel data model?
Thank you. Question: Why did you not transfrom to LN both variables?
it could have been done, however structural breaks are easy to notice with non -logarithm data. (since logarithms reduces the HT of the series)
What can I do if i get the error message "postestimation cannot continue due to collinear variables?"
I have the same error, did you manage to fix this?
Thank you!
You're most welcome!