Video 3 - Bai-Perron multiple breakpoint test (part 1) on Eviews

[@ImperiumLearning]

Hey, if you liked the video, please subscribe, share and thumbs up. It would be great to be able to monetise my videos to the point where I could purchase some proper screen recording software. Also, if you have any questions about the video or if anything is unclear, don't hesitate to comment and ask me questions - I'll try to reply as soon as possible. Thanks.

[@MsSbkj]

You have given two warnings not to use if sample size is less than 100 and not suitable for more than two breaks .references of any such article sir please????

[@arpaial]

I have 50 observations 2005Q1-2022Q4. What would you suggest for the trimming parameter?

[@jarosawjanecki823]

Shouldn't we use seasonally adjusted unemployment data for Bai-Perron multiple breakpoint test calculations?

[@omalams9350]

thanks for your video, how to deal with structural break in VAR ? do i have to add dummies? any idea please share with me i'm struggling

[@ImperiumLearning]

Hi, Yes adding dummies is a good way of removing the effects of a structural break. My advice is that before you do a VAR, do a Johansen test to make sure there is no cointegration between your variables. If there is cointegration, do a VECM model. If there's no cointegration, do a VAR model. Hope that helps.

[@omalams9350]

@@ImperiumLearning thanks

[@mayarbakeer2256]

Why did you say that using more than 3 st. breaks is this ok for dissertation purposes but not for publication

[@pedromrfernandes]

should this work with 20 years of quarterly data (81 observations)?

[@Aliy412]

Didn't found part 2

[@jn3750]

Part 2? Thanks,.