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Structural Breaks with Confidence Intervals

Posted: Fri Nov 24, 2017 3:22 am
by cel
Eviews has a nice set of Bai-Perron structural break tests.

But it doesn't provide confidence intervals around those break dates.

Is there any possibility that code exists to draws those bounds? thanks.

Re: Structural Breaks with Confidence Intervals

Posted: Tue Dec 05, 2017 10:59 am
by EViews Glenn
We don't currently provide these, but it's on our list of things to consider.