Lee-Strazicich test critical values for three breaks

Discussion of models with structural breaks or endogenous switching.
alvarezcc
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Joined: Wed Mar 25, 2009 8:59 am

Lee-Strazicich test critical values for three breaks

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Hi! I would appreciate if someone can point me where to find or in what paper are calculated the critical values for the LS test for three structural breaks.

Thanks in adavance
moderator
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Re: Lee-Strazicich test critical values for three breaks

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See comments here:

http://www.estima.com/forum/viewtopic.p ... Strazicich

Regards,
Tom Maycock
Estima
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