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Thanks for the reply Gareth, however I am using Eviews on an university computer so i will have to wait for the upgrade. That said, is there anything I should give a try that may solve the problem?

Hi, I am (also) struggling with the BaiPerron breakpoint test because the equations that I estimated using LS, even the simplest one regressing e.g. interest rate on a constant gives as an error message: "R(for 'library(strucchange)') returned an error: evaluation stopped because of an error.&q...