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Popular repositories

  1. 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…

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  2. 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

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  3. MSTest MSTest Public

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

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  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…

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