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Lee-Strazicich test critical values for three breaks

Posted: Wed Nov 23, 2011 9:33 am
by alvarezcc
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

Re: Lee-Strazicich test critical values for three breaks

Posted: Wed Nov 23, 2011 10:45 am
by moderator
See comments here:

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

Regards,
Tom Maycock
Estima