Bruce E. Hansen
"The New Econometrics of Structural Change: Dating Changes in U.S. Labor Productivity"
Journal of Economic Perspectives, (2001), 15, 117-128.

Current Revision: May 2001
First Version: January 2001

Program and Data Files

This program replicates the empirical work reported in the above paper.

The Gauss program tests for structural change in the autoregressive parameters and the error variance, estimates breakdates and reports confidence intervals.

Gauss Programs and Data

Matlab Programs and Data

R Programs and Data

Link to Abstract and PDF File of Paper

Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.