Re: [Gretl-users] bai-perron test for structural changes
Am 22.09.2015 um 12:37 schrieb Stefano Ungaro:
Hi all,
I have found a discussion from last December about performing the
Bai-Perron test for structural changes in Gretl.
Eventually it was suggested to exploit Gretl’s link to R and do this
test using the strucchange package for R. Could someone help me in doing
this? I am far to be defined an expert in coding and programming… Thank
you so much
<Back in December jack to sven/me about his Ox code:>
I wrote the code a while back, used it for what I needed it, and then
become abandonware. I'll send you a zipfile privately.
I'm not sure if Jack really sent the file, I haven't found the
corresponding email. As I had said back then, I could try to write a
wrapper around Jack's code. But before I see his actual code, I cannot
promise anything.
cheers,
sven