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  1. MSTest MSTest Public

    This package implements hypothesis testing procedures that can be used to identify the number of regimes in a Markov-Switching model.

    R 2 1

  2. mbreaks mbreaks Public

    This package implements the efficient dynamic programming approach to conduct estimation and testing for linear models in presence of structural breaks as described in Bai & Perron (1998) and Perro…

    R 2 2

  3. gabrielrodriguez.github.io gabrielrodriguez.github.io Public

    Forked from academicpages/academicpages.github.io

    Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

    JavaScript

  4. bootBtest bootBtest Public

    This package allows the user to perform the bootstrap pre-test procedure described in Davidson & MacKinnon (2000) to determine an appropriate number of bootstrap simulations to use to minimize loss…

    R