Nothing
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 |
|
---|---|
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 |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.