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? ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users