The ultimate Python package for structural change in time-series econometrics and forecasting
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Updated
Feb 23, 2026 - Python
The ultimate Python package for structural change in time-series econometrics and forecasting
Rational expectations solutions under structural change (Hatcher 2022, JEDC)
Bai–Perron structural break detection and estimation for time series and panel data. Tests for breaks, estimates break dates with confidence intervals, and selects break counts via sequential testing or information criteria.
Repository containing the main results of the LinsPlit technical report.
A general equilibrium, multi-sector, -gender, and -production technology model for schooling choices
Data-driven insights on the Non-Alcoholic Beverage market using macroeconomic trends, consumer behavior, and forecasting models. Covers price elasticity, consumption patterns, and strategic recommendations for industry growth.
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