Quandt-Andrews Test Error

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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AtmosEnergyUser1
Posts: 1
Joined: Mon Mar 04, 2013 8:59 am

Re: Quandt-Andrews Test Error

Postby AtmosEnergyUser1 » Mon Mar 04, 2013 10:47 am

So Gareth, is there a fix to the bug in Eviews 6. Also, we have observed that even when the data looks quite stable using the CUSUM curves, the Quant-Andrews BreakPoint Test in Eviews 7 displays a probability that indicates a significant confidance that an addtional breakpoint exists. Eviews 6 would give a probablity of 91.3% while the same anlaysis in Eviews 7 yields a probablity of 0.77%. Can Eviews 6 be that far off?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Quandt-Andrews Test Error

Postby EViews Gareth » Mon Mar 04, 2013 11:30 am

Possibly. There is no fix for EViews 6 (since that product is now two versions out of date).
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