BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes
AbstractThis does multiple structural change analysis as described in Bai and Perron (2003), "Computation and Analysis of Multiple Structural Change Models", Journal of Applied Econometrics, vol. 18, 1-22.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTS00013.
Programming language: RATS
Requires: RATS 7.30
Date of creation:
Date of revision:
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Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
Other versions of this item:
- Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
reading lists or Wikipedia pages:
- Computation and analysis of multiple structural change models (JAE 2003) in ReplicationWiki
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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