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Thank you for your reply.

So, just to double check, “yes”, the statistics is supF.

And, we can trust the critical values up to 10, but after that, the critical values are mostly illustrative.

Correct?

Are the critical values up to 10 from Perron’s website, or sth?

Thank you.

Hello: In the multiple break tests, the global l vs none alternative, in the output, Is the “significant f statistics largest breaks” referring to the supF statistic of Bai and Perron? And, for the number of breaks greater than 10, how are are the the critical values calculated? How is the approxima...