EViews.com

Hi all,
I'm using the Quandt-Andrews test in Eviews 7 (last version). As you all know it's a test for structural changes. EViews prints out the statistic (value and probability, i.e. the p-value), but unfortunately not the critical value given selected trimming percent and number of restrictions. Question: Where (for example internet site, econometric book etc.) can I find the critical values given the selected trimming percent and number of restrictions?

Thank in advance,

P

Andrews, Donald W. K. (1993). “Tests for Parameter Instability and Structural Change With Unknown
Change Point,” Econometrica, 61(4), 821–856.
Andrews, Donald W. K. and W. Ploberger (1994). “Optimal Tests When a Nuisance Parameter is Present
Only Under the Alternative,” Econometrica, 62(6), 1383–1414.

Thank Gareth,

P.