Restricted Structural Change Models

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Documentation for package ‘rbreak’ version 1.0.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

build_null_from_R	Build no-break (null) restrictions on beta implied by Rdelta = r
build_null_from_S	Build no-break (null) restrictions implied by delta = Stheta + s
deviation	Taylor Rule Deviation Data
estco	Estimation with Standard Errors and Confidence Intervals (Form A)
estco2	Estimation with Standard Errors and Confidence Intervals (Form B)
example	Example Time Series Data
ltree	Linear Regression Tree
ltree1	Linear Model Tree Data
ltree2	Smooth Surface Regression Tree Example Data
mainp	Main Procedure for Restricted Structural Change Analysis
mbrbp	Bootstrap restart optimization
pftest	Restricted Structural Change Sup-F Test (Form A)
pftest2	Restricted Structural Change Sup-F Test (Form B)
rcv	Simulate Critical Values of Sup-F Test (Form A)
rcv2	Simulate Critical Values of Sup-F Test (Form B)