Thanks for it, Sven and Jack. This is definitely a good package to have
for gretl!
Artur
Am 02.12.2016 um 12:01 schrieb Sven-Schreiber(a)BOECKLER.DE:
Hello fellow gretl users,
several times in the past there have been questions whether it's
possible to test/estimate structural breaks in (time series) regressions
in gretl, beyond the traditional Chow-type tests. So here is just a news
flash that since last month there is a new contributed function package
called "StrucBreak" available on the package server, implementing the
fairly well-known Bai & Perron approach.