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From | Partho Sarkar <partho.ss+lists@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Bai Perron Test |
Date | Sat, 10 Sep 2011 12:11:38 +0530 |
Purba, I have used R, though not for the Bai-Perron structural break test. R is quite a well-known open-source statistical programming language, with a rich & growing library of programs. It is an open source free product, which you can download and install from http://www.r-project.org/ . If you have never used R, it might take you a little time to learn how, but if you are in the statistics research profession, it is likely to be an useful addition to your knowledge set. All this is essentially quite independent of Eviews, though it seems the latest Eviews package has some method of linking to R. Best Partho ________________________________________ From Muhammad Anees <anees@aneconomist.com> Date Fri, 9 Sep 2011 14:58:14 +0500 ________________________________________ The Eviews has addin to conduct the Bai Perron test, which I assume is Bai-Perron (1998) breakpoints test. It will require you the R. Please check the link for more details. The third row in Table on http://www.eviews.com/Addins/addins.shtml. On Fri, Sep 9, 2011 at 2:20 PM, Purba Roy Choudhury <purbarc.stata@gmail.com> wrote: > Partho, > Thanks....Have you cariied out the Bai Perron test In R? Actually I > have no idea about R... > Thanks again, > Purba > On 9/7/11, Partho Sarkar <partho.ss@gmail.com> wrote: >> Purba, this question has been answered (in the negative, I am sorry to >> say!) here: >> >> http://www.stata.com/statalist/archive/2005-12/msg00625.html >> >> I don't think the situation has changed since then. Even Eviews 7 >> does not have this yet (see >> http://forums.eviews.com/viewtopic.php?f=8&t=1946 ) >> >> But you can implement it in R: see >> http://statmath.wu.ac.at/~zeileis/papers/Zeileis+Kleiber+Kraemer-2003.pdf * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/