BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes
This 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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|Note:||RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml|
|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
|Order Information:||Web: http://repec.org/docs/ssc.php|
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