Bai and Perron test vs Kejriwal and Perron test

Discussion of models with structural breaks or endogenous switching.
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tchoudhr
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Joined: Thu Dec 13, 2018 2:29 pm

Bai and Perron test vs Kejriwal and Perron test

Unread post by tchoudhr »

Am I correct to state that

"For a linear relationship the application of Bai-Perron test with the critical values from Kejriwal-Perron is eqaul to the application of Kejriwal-Perron test"

Thank you in advance

Taufiq
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Bai and Perron test vs Kejriwal and Perron test

Unread post by TomDoan »

Yes.
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