29 September 2021 0 281 Report

Good evening everyone,

I would like to apply Toda-yamamoto causality test in E-views for my paper. On applying Zivot-Andrews unit root test, I found that there exists structural break in my data. For removing that I generated dummy variable. But I didn't understand how to incorporate the dummy variable in E-views software as causality test is only two variables test. Please guide me. I will be very thankful to you.

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