- Created
Andrews.test(), a function that implements D. W. K. Andrews' test for end-of-sample instability, both for univariate and regression data - Created
DE.test(), a function that implements the Darling-Erdös test for structural change - Created
HS.test(), a function that implements the Hidalgo-Seo test for structural change - Created
HR.test(), a function that implements the Horváth et. al. test for structural change - Created
CUSUM.test(), a function that implements the CUSUM test for structural change - Created
ff, a data set containing Fama-French five factor data - Created
banks, a data set containing the returns of a portfolio of banking sector stocks, as compiled by K. French - Files and functions related to simulations done for the accompanying paper were removed
- Package CPAT created.