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BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language RATS Abstract
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.

Suggested Citation

  • Tom Doan, "undated". "BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes," Statistical Software Components RTS00013, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00013
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/baiperron.src
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    More about this item

    Keywords

    Stability tests; structural breaks; RATS;
    All these keywords.

    JEL classification:

    • 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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