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structural breaks

Posted: Mon Jul 24, 2017 8:14 am
by mkwazi
Hi there,

I hope you are very well.

I would like to know what test for detecting structural break is better. Bai Perron global structural break or Breakpoint unit root test Dickey Fuller test. Even though both test can give you a break date, in my opinion, as Dickey Fuller test can assess unit root with break is more useful.

please, any comments are welcome.
regards,
MS

Re: structural breaks

Posted: Mon Jul 24, 2017 8:18 am
by EViews Gareth
Also, if someone could tell me which fruit are better, I'd appreciate it. Apples or oranges?