Hi all,

I have found a discussion from last December about performing the Bai-Perron test for structural changes in Gretl.

Eventually it was suggested to exploit Gretl’s link to R and do this test using the strucchange package for R. Could someone help me in doing this? I am far to be defined an expert in coding and programming… Thank you so much

Stefano

(I copy and paste below the discussion that I have found in the archive – I was not part of the mailing list at the time).

On Sun, 28 Dec 2014, Sven Schreiber wrote:

 

> Am 28.12.2014 um 23:11 schrieb Riccardo (Jack) Lucchetti:

>> On Sun, 28 Dec 2014, Allin Cottrell wrote:

> 

>>> 

>>> In the meantime, one could use gretl's link to R and do this test

>>> using the strucchange package for R.

>> 

>> This has come up before. I've got a complete implementation in Ox, which

>> is IMO much better than the GAUSS cose by the original authors. I never

>> found the time to translate it to hansl; it's a long job because my code

>> is very ox-ish in style (heavily object-oriented). If someone is

>> interested, I can send the whole thing and possibly help with little

>> things, but it's quite low on my priority list, so if you wait until I

>> do it myself you may be disappointed (QUITE disappointed).

> 

> I cannot realistically promise to complete a port to hansl, but I have

> recently started to explore the gretl-to-Ox link for another real-world

> scenario. So I could give it a try to make a hansl wrapper around your

> (Jack's) Ox code. Caveat: I have noticed that the possible interactions

> between gretl and Ox within the 'foreign language=Ox' framework seem to

> be more limited than with other languages, so I might come up with some

> corresponding feature requests along the way.

> 

> Of course that requires Ox to be installed, but since it is costless for

> academics I guess it might acceptable for the medium term. BTW, what's

> the relationship between R's 'strucchange' and Jack's Ox code in terms

> of features?

 

I have no idea. :D

 

I wrote the code a while back, used it for what I needed it, and then

become abandonware. I'll send you a zipfile privately.