Re: [Gretl-users] the Bai-Perron test for structural change
Am 28.12.2014 um 23:11 schrieb Riccardo (Jack) Lucchetti:
On Sun, 28 Dec 2014, Allin Cottrell wrote:
>
> In the meantime, one could use gretl's link to R and do this test
> using the strucchange package for R.
This has come up before. I've got a complete implementation in Ox, which
is IMO much better than the GAUSS cose by the original authors. I never
found the time to translate it to hansl; it's a long job because my code
is very ox-ish in style (heavily object-oriented). If someone is
interested, I can send the whole thing and possibly help with little
things, but it's quite low on my priority list, so if you wait until I
do it myself you may be disappointed (QUITE disappointed).
I cannot realistically promise to complete a port to hansl, but I have
recently started to explore the gretl-to-Ox link for another real-world
scenario. So I could give it a try to make a hansl wrapper around your
(Jack's) Ox code. Caveat: I have noticed that the possible interactions
between gretl and Ox within the 'foreign language=Ox' framework seem to
be more limited than with other languages, so I might come up with some
corresponding feature requests along the way.
Of course that requires Ox to be installed, but since it is costless for
academics I guess it might acceptable for the medium term. BTW, what's
the relationship between R's 'strucchange' and Jack's Ox code in terms
of features?
cheers,
sven