Lee-Strazicich test critical values for three breaks

Discussion of models with structural breaks or endogenous switching.

Lee-Strazicich test critical values for three breaks

Postby alvarezcc » Wed Nov 23, 2011 10:33 am

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
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Re: Lee-Strazicich test critical values for three breaks

Postby moderator » Wed Nov 23, 2011 11:45 am

See comments here:

viewtopic.php?f=30&t=188&hilit=Lee+Strazicich

Regards,
Tom Maycock
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