VAR and Bai-Perron Multiple Breaks Test

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tamujohn
Posts: 1
Joined: Mon Jun 01, 2015 7:53 am

VAR and Bai-Perron Multiple Breaks Test

Postby tamujohn » Mon Jun 01, 2015 8:01 am

Hi Everyone,

How can I go about undertaking a Bai-Perron Multiple Break Tests for a VAR model that I just estimated? I don't see a procedure in the options list for EViews 8 SV. Thanks in advance!
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: VAR and Bai-Perron Multiple Breaks Test

Postby EViews Glenn » Mon Jun 01, 2015 11:42 am

It's not a built-in feature of the VAR estimator. You'd have to do the computations yourself.
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