strucchange: Testing, Monitoring, and Dating Structural Changes

Canonical link: https://scholar.rpkg.net/pkg/strucchange

Achim Zeileis • Friedrich Leisch • Kurt Hornik • Christian Kleiber • Bruce Hansen • Edgar C. Merkle • Nikolaus Umlauf • View description and downloads View dependencies GitHub project

2001 Published

1.5-3 Version

0 Citations

7 Authors

Referenced by ⇅	Year
bcp: Bayesian Analysis of Change Point Problems (Version 4.0.3)	2006
AER: Applied Econometrics with R (Version 1.2-12)	2008
AQEval: Air Quality Evaluation (Version 0.5.7)	2022
ARDL: ARDL, ECM and Bounds-Test for Cointegration (Version 0.2.4)	2020
GVARX: Perform Global Vector Autoregression Estimation and Inference (Version 1.4)	2019
SIRthresholded: Sliced Inverse Regression with Thresholding (Version 1.0.2)	2022
StructuralDecompose: Decomposes a Level Shifted Time Series (Version 0.1.1)	2023
TSS.RESTREND: Time Series Segmentation of Residual Trends (Version 0.3.1)	2016
VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models (Version 0.3.1)	2019
autostsm: Automatic Structural Time Series Models (Version 3.1.4)	2021
betareg: Beta Regression (Version 3.1-4)	2004
dLagM: Time Series Regression Models with Distributed Lag Models (Version 1.1.13)	2017
demography: Forecasting Mortality, Fertility, Migration and Population Data (Version 2.0)	2010
dynlm: Dynamic Linear Regression (Version 0.3-6)	2005
facmodTS: Time Series Factor Models for Asset Returns (Version 1.0)	2023
ftsa: Functional Time Series Analysis (Version 6.4)	2009
fxregime: Exchange Rate Regime Analysis (Version 1.0-4)	2007
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.17)	2015
glogis: Fitting and Testing Generalized Logistic Distributions (Version 1.0-2)	2011
harbinger: A Unified Time Series Event Detection Framework (Version 1.0.767)	2023
lmtest: Testing Linear Regression Models (Version 0.9-40)	1999
meboot: Maximum Entropy Bootstrap for Time Series (Version 1.4-9.4)	2007
memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence (Version 1.1.1)	2019
model4you: Stratified and Personalised Models Based on Model-Based Trees and Forests (Version 0.9-7)	2018
mstDIF: A Collection of DIF Tests for Multistage Tests (Version 0.1.7)	2020
nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model (Version 0.1.6)	2017
party: A Laboratory for Recursive Partytioning (Version 1.3-14)	2005
partykit: A Toolkit for Recursive Partytioning (Version 1.2-20)	2011
phenopix: Process Digital Images of a Vegetation Cover (Version 2.4.4)	2017
promotionImpact: Analysis & Measurement of Promotion Effectiveness (Version 0.1.5)	2019
psychotree: Recursive Partitioning Based on Psychometric Models (Version 0.16-1)	2009
rmweather: Tools to Conduct Meteorological Normalisation and Counterfactual Modelling for Air Quality Data (Version 0.2.5)	2018
sandwich: Robust Covariance Matrix Estimators (Version 3.1-0)	2004
scDIFtest: Item-Wise Score-Based DIF Detection (Version 0.1.1)	2020
semtree: Recursive Partitioning for Structural Equation Models (Version 0.9.20)	2016
sovereign: State-Dependent Empirical Analysis (Version 1.2.1)	2021
svars: Data-Driven Identification of SVAR Models (Version 1.3.11)	2017
trend: Non-Parametric Trend Tests and Change-Point Detection (Version 1.1.6)	2015
vars: VAR Modelling (Version 1.6-1)	2006
zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations) (Version 1.8-12)	2004

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