Bai-Perron structural break test

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Pantera
Posts: 42
Joined: Mon Dec 21, 2009 5:32 am

Bai-Perron structural break test

Postby Pantera » Wed Mar 03, 2010 12:21 pm

I'm an Eviews 7-user,
Does Eviews have any Bai-Perron structural break test? :?:

Regards,
TL

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Bai-Perron structural break test

Postby EViews Gareth » Wed Mar 03, 2010 12:51 pm

No, but EViews 8 does.
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paneltester
Posts: 4
Joined: Mon Mar 15, 2010 5:03 pm

Re: Bai-Perron structural break test

Postby paneltester » Wed Mar 17, 2010 6:16 am

Hi Gareth,

Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?

Thanks

JimForest
Posts: 80
Joined: Thu Oct 16, 2008 7:53 pm
Location: MA

Re: Bai-Perron structural break test

Postby JimForest » Thu Mar 18, 2010 2:32 pm

I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.

Here is a PDF that demonstrates how to perform this type of analysis in R.

http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf

Hope this helps.

paneltester
Posts: 4
Joined: Mon Mar 15, 2010 5:03 pm

Re: Bai-Perron structural break test

Postby paneltester » Mon Mar 22, 2010 10:16 pm

JimForest wrote:I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.

Here is a PDF that demonstrates how to perform this type of analysis in R.

http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf

Hope this helps.


Thanks Jim, yes, I had also found R as an alternative. I've not got a copy of R, so if you or the QMS Moderators could please tell me a little more about what it means that 'Eviews 7 can access R', it woudl help me to decide on whether to upgrade to Eviews 7!

Cheers :)

EViews Gareth
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Re: Bai-Perron structural break test

Postby EViews Gareth » Tue Mar 23, 2010 7:35 am

R is an open source free product. Anyone can download and install it. EViews 7 lets you connect to R from within EViews and run R programs.
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Wira
Posts: 6
Joined: Mon Jan 18, 2010 3:18 pm

Re: Bai-Perron structural break test

Postby Wira » Thu Jul 22, 2010 1:35 pm

Hi, could you please explain to me how to find the Bai Perron code of R? How to call it in Eviews? Sorry for this silly questions. I am a beginner in R. Thanks.

EViews Gareth
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Re: Bai-Perron structural break test

Postby EViews Gareth » Fri Jul 23, 2010 3:34 am

If you're using EViews 7, there is an add-in that does it all for you.
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