hi Ricardo

class is on Nov 21! let me know if I can run some code in the console by then!



2013/11/7 Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it>
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)

  Universitą Politecnica delle Marche
  (formerly known as Universitą di Ancona)

Gretl-users mailing list