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
Lee-Strazicich test critical values for three breaks
Re: Lee-Strazicich test critical values for three breaks
See comments here:
http://www.estima.com/forum/viewtopic.p ... Strazicich
Regards,
Tom Maycock
Estima
http://www.estima.com/forum/viewtopic.p ... Strazicich
Regards,
Tom Maycock
Estima