David Sun davidnus
ChadFulton
/ structural_change.py
Created
September 3, 2013 16:35
SupF test for structural breaks, allowing multiple structural breaks, from Bai and Perron.
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| """ | |
| Structural Change | |
| References | |
| ---------- | |
| Bai, Jushan, and Pierre Perron. 1998. | |
| "Estimating and Testing Linear Models with Multiple Structural Changes." | |
| Econometrica 66 (1) (January 1): 47-78. |