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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>.
Getting started
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Package details |
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| Author | Linh Nguyen [aut, cre], Yohei Yamamoto [aut], Pierre Perron [aut] |
| Maintainer | Linh Nguyen <nguye535@purdue.edu> |
| License | MIT + file LICENSE |
| Version | 1.0.1 |
| URL | https://github.com/RoDivinity/mbreaks |
| Package repository | View on CRAN |
| Installation |
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