Bai-Perron structural break test

[Pantera]

I'm an Eviews 7-user,
Does Eviews have any Bai-Perron structural break test?

Regards,
TL

[EViews Gareth]

No, but EViews 8 does.

[paneltester]

Hi Gareth,

Do you or anyone know if anyone has therefore written a program and made that code available so that we might manually perform a BP Breakpoint test using Eviews?

Thanks

[JimForest]

I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.

Here is a PDF that demonstrates how to perform this type of analysis in R.

http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf

Hope this helps.

[paneltester]

I have an interest in this as well. I do see that there are R programs for doing this, which eviews can now access with the new EViews 7 improvements.

Here is a PDF that demonstrates how to perform this type of analysis in R.

http://statmath.wu.ac.at/~zeileis/paper ... r-2003.pdf

Hope this helps.

Thanks Jim, yes, I had also found R as an alternative. I've not got a copy of R, so if you or the QMS Moderators could please tell me a little more about what it means that 'Eviews 7 can access R', it woudl help me to decide on whether to upgrade to Eviews 7!

Cheers

[EViews Gareth]

R is an open source free product. Anyone can download and install it. EViews 7 lets you connect to R from within EViews and run R programs.

[Wira]

Hi, could you please explain to me how to find the Bai Perron code of R? How to call it in Eviews? Sorry for this silly questions. I am a beginner in R. Thanks.

[EViews Gareth]

If you're using EViews 7, there is an add-in that does it all for you.