MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis
This does multiple structural change analysis as described in Bai and Perron, but using a threshold variable other than time. Bai and Perron(2003), "Computation and Analysis of Multiple Structural Change Models", J. of Applied Econometrics, pp 1-22.
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|Note:||RPF and SRC files are plain text. See https://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/
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|Order Information:||Web: http://repec.org/docs/ssc.php|
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