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by paneltester
Sun Aug 18, 2013 1:44 am
Forum: Add-in Support
Topic: BaiPerron (Bai-Perron breakpoint test - Requires R)
Replies: 111
Views: 139626

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 ...
by paneltester
Mon Mar 22, 2010 10:16 pm
Forum: Suggestions and Requests
Topic: Bai-Perron structural break test
Replies: 7
Views: 15043

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...
by paneltester
Wed Mar 17, 2010 6:16 am
Forum: Suggestions and Requests
Topic: Bai-Perron structural break test
Replies: 7
Views: 15043

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

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