Search found 2 matches
- Mon Dec 03, 2012 5:32 am
- Forum: Econometric Discussions
- Topic: Quandt-Andrews Breakpoint Test
- Replies: 0
- Views: 2738
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,...
- Wed Nov 07, 2012 2:58 pm
- Forum: Program Repository
- Topic: Gregory-Hansen Cointegration Test
- Replies: 109
- Views: 420927
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...