Schwarz criterion values from Multiple Breakpoint Test

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tgladys
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Joined: Thu Oct 24, 2019 10:18 am

Schwarz criterion values from Multiple Breakpoint Test

Postby tgladys » Thu Oct 24, 2019 1:41 pm

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When I select "Multiple Breakpoint Test" for a regression of a series on a constant, the values for the Schwarz criterion do not seem to match up with the formula that EViews uses for the Schwarz criterion on its help site. (2*LogLikelihood)/T + [(k*logT)/T]

Specifically I am looking at Schwarz criteria generated from Global Information Criterion method for the Multiple Breakpoint Test. I was wondering if anyone knows how these are calculated, if they are not corresponding with the EViews formula. Thanks.

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