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  • structural break in VECM

    I am applying the VECM to establish the long term association among 9 variables over the period 2001 to 2020. i want to know how to incorporate the structural break in VECM. Pl suggest the command for the same.

  • #2
    is Bai ans Perron structural command available in Stata ?

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    • #3
      You should repost your question in this part of the forum:

      https://www.statalist.org/forums/for...ussion/general

      This is only for testing.

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