Re: [Gretl-users] Structural break tests
On Wed, 6 Nov 2013, Julien Chevallier wrote:
Greetings everyone,
it is perhaps a bit late to ask, but I would like to run some structural
break tests in Gretl with my class (in computer lab).
Is there any way to run Bai-Perron or Zivot Andrews? I'd like to go further
than Chow test
Funny you ask, I've spent the best part of last evening porting to Hansl
an old ox program which does Bai-Perron I'd written a few years ago. I may
have a working implementation in a couple of weeks. Would that be too
late?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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