Thank you very much Glenn. The Breaks ls option is perfect.
Search found 3 matches
Search found 3 matches • Page 1 of 1
- Mon May 11, 2015 5:58 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 19
- Views: 4000
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...
- Wed Sep 21, 2011 7:20 am
- Forum: Econometric Discussions
- Topic: LKT test for detecting multiple changes in persistence
- Replies: 0
- Views: 541
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?