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st: Multiple structural breaks
Dear all,
Are there Stata codes for the implementation of the Bai and Perron (1998,
2003) multiple structural breaks? I know of the Zivot-Andrews (1992) and
Clemente et al. (1998) for unit root tests in the presence of structural
breaks.
Aamer
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Aamer S. Abu-Qarn, Ph.D.
Economics Department
Ben-Gurion University
P.O. box 653
Beer-Sheva, 84105, Israel
Tel. +972-8-6472296
Fax +972-8-6472941
[email protected]
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