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“# multibreakeR”

This package implements, in a flexible way, the algorithm of Bai, Lumsdaine, and Stock (1998). It authorizes inclusion of trends, exogeneous covariates and break test on the intercept or on the full VAR.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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