Least Squares with Breakpoints
Posted: 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
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