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by vleone
Mon May 11, 2015 7:57 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 19
Views: 4000

Re: Bai and Perron multiple break test

Thank you very much Glenn. The Breaks ls option is perfect.

Vitor
by vleone
Mon May 11, 2015 5:58 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 19
Views: 4000

Bai and Perron multiple break test

Dear All, Once a regression has been estimated and you check the stability of diagnostic by applying the Bai and Perron multiple break test how do you interpret the break dates and define the interval to re-estimate the regression according those breaks. For example after selecting the global maximi...
by vleone
Wed Sep 21, 2011 7:20 am
Forum: Econometric Discussions
Topic: LKT test for detecting multiple changes in persistence
Replies: 0
Views: 541

LKT test for detecting multiple changes in persistence

Does anyone know how to implement the LKT test by Leybourne et al. (2007) for detecting multiple changes in persistence on time series data using Eviews?

Kind Regards,

Vitor Leone

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