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Re: st: Bai Perron Test


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bai Perron Test
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
>>
>>
>> Best regards,
>>
>> Partha S. Sarkar
>>
>> Purba Roy Choudhury <purbarc.stata@gmail.com>
>> Subject           st: Bai Perron Test
>> Date      Wed, 7 Sep 2011 11:03:44 +0530
>>
>> I am working on India'S GDP data... How can I conduct a Bai Perron
>> test with the help of Stata?
>> *
>> *   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/
>>
> *
> *   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/
>



-- 


Regards

Anees

*
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