RATS programs to replicate examples of Bai-Perron procedure
AbstractReplication file for empirical examples from Bai & Perron(2003), "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, vol. 18, no. 1, pages 1-22.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number RTZ00008.
Programming language: RATS
Requires: RATS 7.20
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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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., 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
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