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by HAMEZ
Tue Jun 02, 2015 10:30 am
Forum: Estimation
Topic: Bai and Perron multiple break test
Replies: 19
Views: 4111

Re: Bai and Perron multiple break test

Hello, This is my first post on this forum, so first hello to everyone! Now let's dig into my little issue I need to make some "sensibility" testing and check how the breakpoints change when I modify some paramteres such as the triming, covariance parameters etc. when using Bai Perron test...

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