Zeileis, Achim; Leisch, Friedrich; Hornik, Kurt; … - Institut für Wirtschafts- und Sozialstatistik, … - 2001
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized uctuation test framework as well as from the F test (Chow test) framework....