Models with structural change (Bai & Perron)

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smurac1986
Posts: 12
Joined: Fri May 06, 2011 7:49 am

Models with structural change (Bai & Perron)

Postby smurac1986 » Mon Sep 24, 2012 3:54 am

Hi,

I am using Eviews 6 SV user. I was just wondering is it possible to carry out the above test on this version. I have estimated the SupF test by using Quandt-Andrews unknown breakpoint test but was wondering if a multiple breaks version of Bai & Perron can be estimated?

Any feedback would be greatly appreciated.

Thanks,

Shane.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Models with structural change (Bai & Perron)

Postby EViews Gareth » Mon Sep 24, 2012 6:28 am

Not in EViews 6.
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