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
This program replicates the empirical work reported in the above paper.
First Version: January 2001
Program and Data Files
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.