BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes
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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.
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KeywordsStability tests; structural breaks;
- 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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