This paper develops parameter instability and structural change tests within predictive regressions for economic systems governed by persistent vector autoregressive dynamics. Specifically, in a setting where all – or a subset – of the variables may be fractionally integrated and the...

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 test) framework....

This paper reviews the recent trends in agricultural investments (both public and private) and tries to find structural breaks in the trends over the period of 1960-2017. Comparing the growth performance of investments and farm output (GDPAg and production) in various sub-periods based on...

In the literature, although many studies are describing the structural break in the linear regression model with time-series data, studies investigating this issue with cross-sectional data are limited. In this study, the performance evaluation of some approaches used to determine the structural...