SCM

strucchange: Structural Change Methods: Project Home – R-Forge

Project description

Testing, monitoring and dating structural changes in (linear) regression models. Testing: Generalized fluctuation and F/Chow tests. Monitoring: Via fluctuation tests. Dating: Breakpoint estimation (with confidence intervals) in linear regression models.

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Registered: 2017-03-13 14:35
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 SCM Repository (Subversion: 6 commits, 60 adds)
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge