roga11 / mbreaks Goto Github PK
View Code? Open in Web Editor NEWThis package implements the efficient dynamic programming approach to conduct estimation and testing for linear models in presence of structural breaks as described in Bai & Perron (1998) and Perron, Yamamoto, & Zhou (2020).
Home Page: https://cran.r-project.org/web/packages/mbreaks/index.html