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- Mon Aug 06, 2018 6:01 pm
- Forum: Econometric Discussions
- Topic: Question about Bai Perron Test and Johansen test
- Replies: 0
- Views: 3737
Question about Bai Perron Test and Johansen test
1.Bai-Perron test I'm using OLS Bai perron test to detect structural breakpoints in monthly data. The results show that sequential break dates and repartition break dates are different. Why does this happen? Do I have to include all break dates in my analysis or should I choose between sequential br...