Re: [Gretl-users] the Bai-Perron test for structural change
On Fri, 26 Dec 2014, JOSÉ LUIS MARTÍNEZ-GONZÁLEZ wrote:
Dear friends, how I can use the Bai-Perron test for structural change
in
Gretl?
To my knowledge, nobody has coded the Bai-Perron test in hansl
(gretl's scripting language) at this point. It would not be very
difficult to do so, given the GAUSS code made available by Bai and
Perron.
In the meantime, one could use gretl's link to R and do this test
using the strucchange package for R.
Allin Cottrell