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st: Multiple structural breaks


From   "Aamer Abu-Qarn" <aabuqarn@hotmail.com>
To   "Statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: Multiple structural breaks
Date   Tue, 8 May 2007 09:45:09 +0200

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
------------------------------------------
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
aamer@bgu.ac.il
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