Models with structural change (Bai & Perron)
Posted: Mon Sep 24, 2012 3:54 am
Hi,
I am using Eviews 6 SV user. I was just wondering is it possible to carry out the above test on this version. I have estimated the SupF test by using Quandt-Andrews unknown breakpoint test but was wondering if a multiple breaks version of Bai & Perron can be estimated?
Any feedback would be greatly appreciated.
Thanks,
Shane.
I am using Eviews 6 SV user. I was just wondering is it possible to carry out the above test on this version. I have estimated the SupF test by using Quandt-Andrews unknown breakpoint test but was wondering if a multiple breaks version of Bai & Perron can be estimated?
Any feedback would be greatly appreciated.
Thanks,
Shane.