Hansen JBES 1997

[TomDoan]

This replicates the examples from Hansen, Bruce E.(1997), "Approximate Asymptotic P-Values for Structural Change Tests", Journal of Business and Economic Statistics, vol 15, no. 1, pp 60-67. The calculations of the p-values are included in the procedure APBREAKTEST (http://www.estima.com/forum/viewtopic.php?f=7&t=1109).

apbreaks.rpf

Program file

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fygm3.db

TBill data file

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gmpy.db

Income data file

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