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|
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Web page: http://fmwww.bc.edu/EC/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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