#xtbreak

xtbreak Testing and Estimation of structural breaks in Stata

New version of #xtbreak! Version 2.0 comes with a lot of new features. Among them:
- support for unbalanced panel
- Python option to improve speed when working with long time series
- Several major updates and bug fixes.

The update is available on GitHub:

janditzen.github.io/xtbreak/

and SSC!

Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata Identifying structural change is a crucial step in analysis of time series and panel data. The longer the time span, the higher the likelihood that the model parameters have changed as a result of maj...

Interested in applying the methods in StataCorp LLC? Our article describing #xtbreak which implements the methods above for panels and time series models is available here:

arxiv.org/abs/2110.14550