structrual change or breaks......pls google Chow test, hehe.....

我不是特别明白，如果有break怎么办？把break去掉么？

分段分析.............张晓彤的书上有些的啊！难道没学过计量经济学！
break point断点
你这个导师也真是，跟你说中文就好了嘛！
故意夹点英文显摆，把你给绕进去了

Perron,P.(1989), “The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis”, Econometrica,57,1361-1401.
Eric Zivot and Donald W. K. Andrews(1992),”Further Evidence on the Great Crash,the Oil-Price Shock, and the Unit-Root Hypothesis”, Journal of Business and Economic Statistics,10,251-270
Lumsdaine, R.L. and D. H. Papell (1997),”Multiple Trend Breaks and the Unit-Root Hypothesis”, Review of Economics and Statistics 79,pp212-218
以上三篇论文是这方面的论文，专门讲述break的

楼上的，谢谢。我也借鉴一下。