mbreaks

cranv1.0.1

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 Mo

License MIT + file LICENSE0 versions1 maintainers1 deps148 weekly dl
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First published · 2024-11-14 18:08:29

Last updated · 2024-11-11T10:40:02+00:00