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.

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?