mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models

Functions provide comprehensive treatments for estimating, inferring, testing and model selecting in linear regression models with structural breaks. The tests, estimation methods, inference and information criteria implemented are discussed in Bai and Perron (1998) "Estimating and Testing Linear Models with Multiple Structural Changes" <doi:10.2307/2998540>.

Package details

AuthorLinh Nguyen [aut, cre], Yohei Yamamoto [aut], Pierre Perron [aut]
MaintainerLinh Nguyen <nguye535@purdue.edu>
LicenseMIT + file LICENSE
Version1.0.1
URL https://github.com/RoDivinity/mbreaks
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mbreaks")

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mbreaks documentation built on April 3, 2025, 7:38 p.m.