Thank you very much Glenn. The Breaks ls option is perfect.
Vitor
Search found 3 matches
- Mon May 11, 2015 7:57 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 49459
- Mon May 11, 2015 5:58 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 49459
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...
- Wed Sep 21, 2011 7:20 am
- Forum: Econometric Discussions
- Topic: LKT test for detecting multiple changes in persistence
- Replies: 0
- Views: 1890
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
Kind Regards,
Vitor Leone