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Finding Unknown Time Series Structural Breaks and Making Dummy Variables in Eviews

6.3K views
Sep 30, 2022
2:39

This video guides in finding a structural break variable in time series data and how to use it in regression for the case of Eviews. This helps in estimating model by including the structural break as an exogenous variable.

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Finding Unknown Time Series Structural Breaks and Making Dummy Variables in Eviews | NatokHD