Does anyone know how, when you're using the Bai-Perron technique, to include moving average (MA) terms in the model that you want to apply the Bai-Perron technique to?
Thanks,
Bill
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- Fri Dec 15, 2006 3:42 pm
- Forum: Structural Breaks and Switching Models
- Topic: Bai Perron and Moving Average
- Replies: 1
- Views: 8675