Structural Breaks with Confidence Intervals

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cel
Posts: 35
Joined: Fri Jan 20, 2012 7:39 am

Structural Breaks with Confidence Intervals

Postby cel » 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.

EViews Glenn
EViews Developer
Posts: 2555
Joined: Wed Oct 15, 2008 9:17 am

Re: Structural Breaks with Confidence Intervals

Postby EViews Glenn » Tue Dec 05, 2017 10:59 am

We don't currently provide these, but it's on our list of things to consider.


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