The RATS Software Forum

Hi all, as the LM test, not only test the unit root in time series but give break dates also, on the similar basis is it possible to find multiple break points/dates in the panel data series.


Thanks

Hello all, can any one let me know that is it possible to test more than two structural break in the series, using LM test, if yes than what are the critical values for it at 1, 5 and 10 % level os significance.

Dear Tom, Thanks for your help, I have one more query in this regard and that is in my result whether the the t- statistics which I have got are LM(tuo) or LM (rho). if you could put some light on it I will be thakful to you

Thanks

with regard to your reply of my query about Bai Perron test, I am basically checking the same but in place of national GDP it is State Domestic product, which I have taken in log form ie Log SDP and in that I am interested in finding whether there is any structural break or not. additionaly as you h...

Hello sir, I need your help for understanding the output result of Lee and Strazicich unit root test. I am getting my test results in the below given format. basically, I not able to understand which is LM coefficient in the output table below and then how to calculate lembdas from this result. I wi...

Hello sir, I have one query related to test of structural break developed Bai and perron together. could you let me know what "list of regressors" means in your RATS programming of the test. basically I am testing the possible presence of structural break in the state domestic product data...