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- Thu Oct 24, 2019 1:41 pm
- Forum: Econometric Discussions
- Topic: Schwarz criterion values from Multiple Breakpoint Test
- Replies: 0
- Views: 9355
Schwarz criterion values from Multiple Breakpoint Test
constantLWZ.JPG When I select "Multiple Breakpoint Test" for a regression of a series on a constant, the values for the Schwarz criterion do not seem to match up with the formula that EViews uses for the Schwarz criterion on its help site. (2*LogLikelihood)/T + [(k*logT)/T] Specifically I...