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)
- Modified sequential change point procedures based on estimating functions
- Testing, monitoring, and dating structural changes in exchange rate regimes
- CLUES
- 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
- webshot
- MGLM
- AR1seg
- changepoint.np
- lfda
- Segmentor3IsBack
- stepR
- breakfast
- cumSeg
- its
- AutoSEARCH
- autoplotly
- dyn
- corrgram
- lumberjack
- KernSeg
- HSMUCE
- IDetect
- ChIPmix
- BayesProject
- permtest1
- fabisearch
- fpop
- mosum
- VARDetect
- VADER
- autostsm
- AQEval
- demography
- StructuralDecompose
- GVARX
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- nardl
- scDIFtest
- rmweather
- Optimal nonparametric change point analysis
- SIRthresholded
- jointseg
- Data analysis and graphics using R -- an example-based approach
- mixR
- 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
- harbinger
- dLagM
- changepointTests
- vccp
- gSeg
- onlineCOV
- Expectation formation and regime switches
- 24-hour realized volatilities and transatlantic volatility interdependence
This page was built for software: strucchange
