RATS programs to replicate examples of Bai-Perron procedure

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for empirical examples from Bai & Perron(2003), "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, vol. 18, no. 1, pages 1-22.

Language: RATS
Requires: RATS 7.20
Keywords: Bai-Perron; Structural breaks; Stability tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.estima.com/procs_perl/bai_perron_jae2003.zip (application/zip)

Related works:
Journal Article: Computation and analysis of multiple structural change models (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00008

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