Structural Breaks with Confidence Intervals
Posted: Fri Nov 24, 2017 3:22 am
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.
But it doesn't provide confidence intervals around those break dates.
Is there any possibility that code exists to draws those bounds? thanks.