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st: RE: Multiple structural breaks


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Multiple structural breaks
Date   Tue, 8 May 2007 10:17:22 +0200

--- Aamer Abu-Qarn wrote:
>  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.

Please see: 
http://www.stata.com/statalist/archive/2007-04/msg00339.html
http://www.stata.com/statalist/archive/2007-03/msg00865.html
http://www.stata.com/support/faqs/res/statalist.html#advice


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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