Access to test statistics from approximation studies, eg Hansen (1997)

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LaPadre
Posts: 12
Joined: Sun Jul 17, 2016 11:32 pm

Access to test statistics from approximation studies, eg Hansen (1997)

Postby LaPadre » Tue May 28, 2024 2:12 am

Hi,

I am coding some manual structural break tests since the inbuilt tools do not appear to work for state space models.
Is there any way to access the look up tables for the Hansen (1997) p-values that are reported in the Quandt-Andrews break test?
More generally is this also the case for other simulation/approximation statistics (eg MacKinnon (1996) p-values for cointegration)?

Thanks,
-Alex

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13608
Joined: Tue Sep 16, 2008 5:38 pm

Re: Access to test statistics from approximation studies, eg Hansen (1997)

Postby EViews Gareth » Tue May 28, 2024 7:36 am

Unfortunately not.


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