Hi everyone!
I've been running this code: https://github.com/aptech/gauss-carrion-library/blob/master/examples/brkfactors_heterog1.e and I've got two questions.
- I've noticed in the literature that authors report Z-statistics along with AIC/BIC for each estimated model. I am not sure I understand how they get the AIC/BIC values but I'd like to have them because they seem to be pretty important.
- How can the above code be amended so that instead of getting heterogeneous structural break I receive one homogeneous break?
Thank you for your time and help.