Bai and Perron breakpoint test

[gungaramg]

Hi. I want to calculate the confidence intervals for the break dates in the Bai-Perron tests. Can someone please tell me whether this can be done using Eviews 8. The inbuilt Bai-Perron breakpoint tests in Eviews 8 are great, but not overly helpful if I cannot generate the confidence intervals for the break dates. Thanks

[EViews Glenn]

They are not currently built-in. I can't recall whether the calculations can be done ex post with the output that we currently produce, but I'll take a look.

[gungaramg]

Thanks Glenn. Waiting for a positive response impatiently as I need to report the confidence interval for the break dates for my research, without which the research will be incomplete.

[EViews Glenn]

Went back and looked at my notes. It's not an easy calculation given what we currently provide you. We haven't had a lot of requests for it, but I'll take yours into account. Unfortunately, there's no timetable on when it will appear. If you can't wait, you could try to use the results from the Zeileis, et al paper (2005 J. Applied Econometrics) to construct your own.