# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "sysbreak" in publications use:' type: software license: GPL-3.0-or-later title: 'sysbreak: Structural Breaks in a System of Equations' version: 1.1.0 abstract: 'Methods for detecting, estimating, and conducting inference on multiple structural breaks in a linear system of equations, such as multivariate linear regressions, seemingly unrelated regressions, vector autoregressions, and network vector autoregressions. Breaks can occur in the regression coefficients, the covariance matrix of the errors, or both, and can be restricted to a subset of the coefficients. The main function, sysbreak(), returns the number of breaks detected and confidence intervals for the break dates and for the regression coefficients. A separate function ordbreak() estimates ordered breaks, in which a break in one subset of equations occurs before a break in another. Specialized functions for vector autoregressions varbreak() and network vector autoregressions netbreak() are also provided. Reference: Qu, Z., and Perron, P. (2007). ''Estimating and Testing Structural Changes in Multivariate Regressions.'' Econometrica, 75(2), 459-502.' authors: - family-names: Qu given-names: Zhongjun email: qu@bu.edu - family-names: Kim given-names: Cheolju email: cheolju@bu.edu - family-names: Perron given-names: Pierre repository: https://cran.r-universe.dev commit: e3d2591fdee06ca256e6a4ed38b29c08f3e15613 date-released: '2026-10-31' contact: - family-names: Qu given-names: Zhongjun email: qu@bu.edu