[R] breakpoints
Erasmo Papagni
erasmo.papagni at gmail.com
Tue Oct 28 11:36:44 CET 2014
Hello,
Using the package strucchange to implement Bai-Perron methods I found
that sometimes intervals between 2 break dates are exactly equal
to the minimum that I set in the command "breakpoints". I think this is
a problem and a signal of possible different breaks with a trimming
value lower
than the one I specified. This case arises in Bai-Perron 2003 when they
apply their methodology to the Phillips curve: the distance between the
dates
1967 and 1975 is 8 years, and is equal to the minimum allowed.
Thanks a lot
Erasmo Papagni
Departemnt of Economics
University of Naples II
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