Eviews has a nice set of Bai-Perron structural break tests.
But it doesn't provide confidence intervals around those break dates.
Is there any possibility that code exists to draws those bounds? thanks.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
2 posts • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 12 guests