Search found 2 matches
- Thu Apr 09, 2015 9:54 am
- Forum: Data Manipulation
- Topic: Bai and Perron breakpoint test
- Replies: 3
- Views: 3817
Re: Bai and Perron breakpoint test
Thanks Glenn. Waiting for a positive response impatiently as I need to report the confidence interval for the break dates for my research, without which the research will be incomplete.
- Thu Apr 09, 2015 5:15 am
- Forum: Data Manipulation
- Topic: Bai and Perron breakpoint test
- Replies: 3
- Views: 3817
Bai and Perron breakpoint test
Hi. I want to calculate the confidence intervals for the break dates in the Bai-Perron tests. Can someone please tell me whether this can be done using Eviews 8. The inbuilt Bai-Perron breakpoint tests in Eviews 8 are great, but not overly helpful if I cannot generate the confidence intervals for th...