Description: his a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear
Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis
of Multiple Structural Change Models Journal of Applied Econometrics, 18, 1-22, provided by Pierre Perron (version 3, October
11, 2004). All the notice in the original Gaiss codes remain valid.
For users, run brcode.m . The procedure is explained in the same m file and in each function file.
June 20, 2012
Yohei Yamamoto
Email: yohei.yamamoto@econ.hit-u.ac.jp
To Search:
File list (Check if you may need any files):
m_break\bandw.m
.......\brcode.m
.......\correct.m
.......\cvg.m
.......\dating.m
.......\estim.m
.......\funcg.m
.......\getcv1.m
.......\getcv2.m
.......\getdmax.m
.......\interval.m
.......\jhatpr.m
.......\kern.m
.......\nldat.m
.......\OLS.m
.......\olsqr.m
.......\onebp.m
.......\order.m
.......\parti.m
.......\partione.m
.......\pbreak.m
.......\pftest.m
.......\plambda.m
.......\preparti.m
.......\psigmq.m
.......\pvdel.m
.......\pzbar.m
.......\readme.txt
.......\real.csv
.......\sequa.m
.......\spflp1.m
.......\ssr.m
.......\ssrnul.m
Download