On 14.07.2015 09:51, Johannes Lips wrote:
On 11.07.2015 17:35, Joshua Ulrich wrote:
On Fri, Jul 10, 2015 at 5:01 AM, Johannes Lips
johannes.l...@gmail.com wrote:
Dear list,
I have implemented the test from Lee and Strazichich (2003, 2004) in
R and
uploaded it to github. [1]
The advantage of
On Fri, Jul 10, 2015 at 5:01 AM, Johannes Lips johannes.l...@gmail.com wrote:
Dear list,
I have implemented the test from Lee and Strazichich (2003, 2004) in R and
uploaded it to github. [1]
The advantage of this test is, that it endogenously determines the dates of
up to two possible
Dear list,
I have implemented the test from Lee and Strazichich (2003, 2004) in R
and uploaded it to github. [1]
The advantage of this test is, that it endogenously determines the dates
of up to two possible structural breaks and
it includes these structural breaks under the null and also the
