On Wed, 6 Nov 2013, Julien Chevallier wrote: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?
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
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universitą Politecnica delle Marche
(formerly known as Universitą di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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