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- Tue Jun 02, 2015 10:30 am
- Forum: Estimation
- Topic: Bai and Perron multiple break test
- Replies: 21
- Views: 6551
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...