Search found 3 matches
- Sun Aug 18, 2013 1:44 am
- Forum: Add-in Support
- Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
- Replies: 111
- Views: 140524
Re: BaiPerron (Bai-Perron breakpoint test - Requires R)
Dear Gareth and other Eviews Admin people I am interested in calculating the confidence intervals for the break dates in the Bai-Perron (2003) tests. Can you (or any reader of this) please tell me whether this can be done using the Bai-Perron (1998) add-in to Eviews, as well as whether this will be ...
- Mon Mar 22, 2010 10:16 pm
- Forum: Suggestions and Requests
- Topic: Bai-Perron structural break test
- Replies: 7
- Views: 15104
Re: Bai-Perron structural break test
I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements. Here is a PDF that demonstrates how to perform this type of analysis in R. http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf...
- Wed Mar 17, 2010 6:16 am
- Forum: Suggestions and Requests
- Topic: Bai-Perron structural break test
- Replies: 7
- Views: 15104
Re: Bai-Perron structural break test
Hi Gareth,
Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?
Thanks
Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?
Thanks