Man pages for mbreaks
Estimation and Inference for Structural Breaks in Linear Regression Models

compile_modelFormat output of n break model
compile_sbtestsCompile the Output of Sup Wald Test
compile_seqtestsCompile the output of sequential Sup Wald test
correctHeteroskedasticy and autocorrelation consistency correction...
datingComputation of global minimizer for pure structural change...
diag_parDiagonal partition given break dates
dofixEstimate a model with pre-specified number of breaks
doglobGlobal SSR minimizer for structural change model
doorderEstimating number of breaks via information criterion
dorepartEstimating number of breaks using repartition procedure
doseqtestsSequential Sup F tests
dosequaEstimating number of breaks using sequential tests
dotestSupF, UDMax & WDMax testing procedure
estimStructural change model estimation
intervalEstimatd break confidence interval
mdlComprehensive structural change estimation and testing
nkpcNew Keynesian Phillips curve data
nldatComputation of global minimizer for partial structural change...
pftestSupF test for 0 vs i breaks
plambdaConstruct diagonal matrix according to break date
plot_modelPlot structural change model
print.mdlPrint information of 'mbreaks' comprehensive procedure
print.modelSummary output of a structural breaks 'model'
print.sbtestsPrint Sup F and UDMax tests
print.seqtestsPrint sequential SupF tests
psigmqConstruct diagonal matrix of estimated variance
realWorld Health Organization TB data
spflp1SupF(l+1|l) test
mbreaks documentation built on April 3, 2025, 7:38 p.m.