Least Squares with Breakpoints

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yuradita
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Joined: Thu Sep 29, 2016 4:31 pm

Least Squares with Breakpoints

Postby yuradita » Sat Jan 14, 2017 8:39 pm

Hi, I am using EViews 9 student lite edition.
I am doing my thesis using break least squares and Bai-Perron multiple break point test.
My equation is y= c + trend. I have difficulties with knowing the existence of the break using the break least squares test where I choose "user specified" option for my break date. If I use the Bai-Perron test, I can evaluate the existence of the break using the F statistics in the test. But how can I evaluate the existence of the break in the break least squares with the pre-determined break date in EViews?

Thank you

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Least Squares with Breakpoints

Postby EViews Gareth » Sat Jan 14, 2017 10:06 pm

Estimate without breaks and use the Chow Breakpoint test.


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