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econ.EM2026
Rbreak: An R Package for Estimating Structural Breaks under Linear Restrictions with Application to Linear Model Tree
Cheolju Kim, Zhongjun Qu
The package \texttt{rbreak} implements methods for detecting structural breaks and estimating break locations for linear multiple regression models under general linear restriction…
econ.EM2026
Regime-Switching Models for Disaggregated Data
Anlong Qin, Zhongjun Qu
We show analytically and via simulation that cross-sectional aggregation can substantially attenuate regime-switching signals in time-series data, making regime switches harder to…