[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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