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Hi, I want to test a time series for structural breaks using the Bai-Perron method. For this I want to reconstruct the results from the paper "Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?" from Rapach and Wohar (https://www.jstor.org/stable/3839151)....

Hi, I have a question about Markov switching regression (sry for the horrible formula... I couldn't find a writing manual). I want to estimate the following regression equation: x_t = c + a x_t-1 + b D Where x_t is the parameter I want to estimate with x_t-1 as a lag and a as the coefficient; c is a...