Andrews.test()
, a function that implements D. W. K. Andrewsâ test for end-of-sample instability, both for univariate and regression dataDE.test()
, a function that implements the Darling-Erdös test for structural changeHS.test()
, a function that implements the Hidalgo-Seo test for structural changeHR.test()
, a function that implements the Horváth et. al. test for structural changeCUSUM.test()
, a function that implements the CUSUM test for structural changeff
, a data set containing Fama-French five factor databanks
, a data set containing the returns of a portfolio of banking sector stocks, as compiled by K. FrenchRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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