swMATH7118WikidataQ110089264 ScholiaQ110089264CRANstrucchangeMaRDI QIDQ19173FDOQ19173
Testing, Monitoring, and Dating Structural Changes
Kurt Hornik, Christian Kleiber, Achim Zeileis, Friedrich Leisch
Last update: 15 June 2022
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.5-3
Official website: http://cran.r-project.org/web/packages/strucchange/
Source code repository: https://github.com/cran/strucchange
Cited In (only showing first 100 items - show all)
- Modern psychometrics with R
- Monitoring scale scores over time via quality control charts, model-based approaches, and time series techniques
- Testing and dating of structural changes in practice
- dLagM
- changepointTests
- vccp
- gSeg
- onlineCOV
- Expectation formation and regime switches
- 24-hour realized volatilities and transatlantic volatility interdependence
- Model-robust inference for continuous threshold regression models
- Alternative boundaries for CUSUM tests
- Analysis of integrated and cointegrated time series with R.
- Sequential monitoring for change in scale
- Guaranteed testing for epidemic changes of a linear regression model
- Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk
- A pruned recursive solution to the multiple change point problem
- Score-based tests of differential item functioning via pairwise maximum likelihood estimation
- An exact approach to Bayesian sequential change point detection
- Panel data unit root test with structural break: a Bayesian approach
- Nonparametric product partition models for multiple change-points analysis
- The impact of multiple structural changes on mortality predictions
- Mixtures of regressions with changepoints
- Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?
- Testing for measurement invariance with respect to an ordinal variable
- Remarks on invariance principle for one-parametric recursive residuals
- Change detection in linear regression with time series errors
- Consistent two‐stage multiple change‐point detection in linear models
- Impact of the COVID-19 epidemic on the aviation industry
- Optimal nonparametric change point analysis
- SIRthresholded
- hdcd
- semtree
- sovereign
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Parsimonious periodic autoregressive models for time series with evolving trend and seasonality
- promotionImpact
- phenopix
- TSS.RESTREND
- fxregime
- VARshrink
- Approximations to the \(p\)-values of tests for a change-point under non-standard conditions
- A toolbox of permutation tests for structural change
- Reproducible econometric simulations
- A note on the structural change test in highly parameterized psychometric models
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
- Analysis of integrated and co-integrated time series with R
- A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals
- Tests of measurement invariance without subgroups: a generalization of classical methods
- margins
- harbinger
- varTestnlme
- Modified sequential change point procedures based on estimating functions
- Testing, monitoring, and dating structural changes in exchange rate regimes
- car
- combinat
- lmtest
- MSBVAR
- sandwich
- tseries
- vars
- changepoint
- party
- betareg
- fracdiff
- zoo
- urca
- Formula
- plm
- mixreg
- NMF
- Segmented
- spc
- Systemfit
- fArma
- meboot
- gvlma
- tsDyn
- mirt
- SaTScan
- cpm
- difR
- Ecdat
- bcp
- ftsa
- Strucchangean
- vrtest
- psychotools
- DNAcopy
- SimDesign
- not
- FDRSeg
- brainGraph
- irtrees
- RSelenium
- Applied Econometrics with R
- ecp
- ggfortify
- plot3D
- dynlm
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