strucchange: An R Package for Testing for Structural Change in Linear Regression Models

strucchange: An R Package for Testing for Structural Change in Linear Regression Models

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This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R package c...

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Bibliographic Details
Main Authors: Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2002-01-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2287

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