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VAR and Bai-Perron Multiple Breaks Test

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VAR and Bai-Perron Multiple Breaks Test

Posted: Mon Jun 01, 2015 8:01 am
by tamujohn
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!

Re: VAR and Bai-Perron Multiple Breaks Test

Posted: Mon Jun 01, 2015 11:42 am
by EViews Glenn
It's not a built-in feature of the VAR estimator. You'd have to do the computations yourself.
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