Installation
About
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.
| github.com/RoDivinity/mbreaks | |
| Bug report | File report |
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Maintainer
| Maintainer | Linh Nguyen |