Search found 2 matches
- Mon Sep 30, 2013 9:50 pm
- Forum: RATS Procedures
- Topic: BAIPERRON—Multiple change point analysis
- Replies: 35
- Views: 62771
Re: BAIPERRON procedure for multiple change points
Hello Is it possible to apply this test to panel data and enforce the same break dates across a series of models? Not @BAIPERRON. What's the application? Do you need multiple breaks or just a single common break? thank you for a quick reply Tom ideally I'm looking for multiple common breaks in a se...
- Mon Sep 30, 2013 8:22 pm
- Forum: RATS Procedures
- Topic: BAIPERRON—Multiple change point analysis
- Replies: 35
- Views: 62771
Re: BAIPERRON procedure for multiple change points
Hello
Is it possible to apply this test to panel data and enforce the same break dates across a series of models?
Is it possible to apply this test to panel data and enforce the same break dates across a series of models?