The classical Poisson, geometric and negative binomial regression models for count data belong to the family of generalized linear models and are available at the core of the statistics toolbox in the R system for statistical computing. After reviewing the conceptual and computational features...

This special volume of the Journal of Statistical Software on political methodology includes 14 papers, with wide-ranging software contributions of political scientists to their own field, and more generally to statistical data analysis in the the social sciences and beyond. Special emphasis is...

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation - given a history period for which a regression relationship is known to be stable,...

Autoren-Abstract: 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 fluctuation test framework as well as from the F test (Chow...

This paper revisits Grunfeld's well-known investment data, one of the most widely used data sets in all of applied econometrics, on the occasion of their 50th anniversary. It presents, apparently for the first time after the publication of the original Chicago Ph.D. thesis, the full data set,...

Reproducibility of economic research has attracted considerable attention in recentyears. So far, the discussion has focused on reproducibility of empirical analyses. Thispaper addresses a further aspect of reproducibility, the reproducibility of computationalexperiments. We examine the current...

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...

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....

The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...

Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused on reproducibility of empirical analyses. This paper addresses a further aspect of reproducibility, the reproducibility of computational experiments. We examine the...