EViews 9.5 New Econometrics and Statistics: Testing and Diagnostics

Unit Root Tests with a Breakpoint

EViews now supports the computation of modified Dickey-Fuller tests which allow for levels and trends that differ across a single break date. The framework follows the work of Perron (1989), Perron and Vogelsang (1992), Vogelsang and Perron (1998), Banerjee, et al. (1992).

EViews offers unit root tests with a single break where:

  • The break occurs either slowly or immediately.
  • The break consists of a level shift, a trend break, or both a shift and break.
  • The break date is known, or unknown and estimated from the data.
  • The data are non-trending or trending.


EViews will display the test results, and if the Display test and selection graphs checkbox is
selected, show all of the results in a spool

Multiple Breakpoint Testing

Multiple Breakpoint Testing

Cross–section Dependence Tests

EViews performs tests for cross-section dependence (CD) in panel data. You may perform the Breusch-Pagan LM (1980), Pesaran (2004) scaled LM and CD, and the Baltagi, Feng, and Kao (2012) bias-corrected scaled LM tests in panel and pool equation, and panel series settings.

Arrelano Bond Test

Arrelano Bond Test

Panel Effects Tests

EViews allows you to test for individual and time unobserved random effects in a panel or pool equation. EViews computes the Breush-Pagan LM (1980), Baltagi and Li (199), Honda (1985), King and Wu (1997), Gourieroux, Holly, and Monfort (1982), Moulton and Randolph Standardized LM (1989) tests.

Arrelano Bond Test

Arrelano Bond Test