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pagasis

于 2015-01-03 发布 文件大小:2KB
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  matlab code for pagasis protocol

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    his is a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis of Multiple Structural Change Models Journal of Applied Econometrics, 18, 1-22, provided by Pierre Perron (version 3, October 11, 2004). All the notice in the original Gaiss codes remain valid. For users, run brcode.m . The procedure is explained in the same m file and in each function file. June 20, 2012 Yohei Yamamoto Email: yohei.yamamoto@econ.hit-u.ac.jp
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