Search found 1 match
- Sun Mar 13, 2022 5:55 pm
- Forum: Estimation
- Topic: Bai Perron Sequential L+1 vs L breakpoints test
- Replies: 2
- Views: 10611
Re: Bai Perron Sequential L+1 vs L breakpoints test
Hello, I am applying the sequential breakpoint test with unknown breakpoint dates for nominal weekly exchange rate data (multivariate linear regression) with n=1084. I have two questions: I can see in the literature that if I ensure no serial correlation or heteroskedasticity (would this be the 'all...