Schwarz criterion values from Multiple Breakpoint Test
Posted: Thu Oct 24, 2019 1:41 pm
When I select "Multiple Breakpoint Test" for a regression of a series on a constant, the values for the Schwarz criterion do not seem to match up with the formula that EViews uses for the Schwarz criterion on its help site. (2*LogLikelihood)/T + [(k*logT)/T]
Specifically I am looking at Schwarz criteria generated from Global Information Criterion method for the Multiple Breakpoint Test. I was wondering if anyone knows how these are calculated, if they are not corresponding with the EViews formula. Thanks.
Specifically I am looking at Schwarz criteria generated from Global Information Criterion method for the Multiple Breakpoint Test. I was wondering if anyone knows how these are calculated, if they are not corresponding with the EViews formula. Thanks.