The ultimate Python package for structural change in time-series econometrics and forecasting
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Updated
Feb 23, 2026 - Python
The ultimate Python package for structural change in time-series econometrics and forecasting
Bai–Perron structural break detection and estimation for time series and panel data. Tests for breaks, estimates break dates with confidence intervals, and selects break counts via sequential testing or information criteria.
A general equilibrium, multi-sector, -gender, and -production technology model for schooling choices
Code, frozen protocols, and derived evidence for Learnable Is Not Transportable
Repository containing the main results of the LinsPlit technical report.
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