these links are far too long to be used as a reference in a paper. How
about something like "the test xx has been carried out using the
StrucBreak package (or function? not sure) for the free econometric
program Gretl (
http://gretl.sourceforge.net/)"?
bye
Stefano
The test is not ours, it is just an implementation. So use Bai and
Perron (2003) as the main reference. It is nice that you want to
acknowledge our package, and of course you could do that in addition.
However I'm not sure about the correct way to do that, because it is not
a paper. Perhaps the web page listing the function packages could be
used:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/gretldata.cgi?opt=SHOW_FUNCS
Or the direct link to the package documentation:
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/unzipped/StrucBr...
OTOH that link may not be stable over time.
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web
http://stefanofachin.site.uniroma1.it/