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by JeremyHenrichs
Mon Dec 03, 2012 5:32 am
Forum: Econometric Discussions
Topic: Quandt-Andrews Breakpoint Test
Replies: 0
Views: 1692

Quandt-Andrews Breakpoint Test

Hey guys, at first: thanks a lot for this great forum, you guys already helped me a LOT. I have a question concerning the Quandt-Andrews Breakpoint test, especially concerning the selection of the "Breakpoint variables: Enter the variables you with to vary across breakpoints". The QA-Test,...
by JeremyHenrichs
Wed Nov 07, 2012 2:58 pm
Forum: Program Repository
Topic: Gregory-Hansen Cointegration Test
Replies: 106
Views: 113101

Re: Gregory-Hansen Cointegration Test

Trubador, thank you very much for you helpful program. Although, I am currently working on my master-thesis, so I would need some kind of source I can refer to when using this code. Is there any journal article or something where you published your program, where I can refer to? Thanks a lot in adva...

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