Introduction - If you have any usage issues, please Google them yourself
his a direct and complete translation of the Gauss codes of Bai, J. and P. Perron (1998) Estimating and Testing Linear
Models with Multiple Structural Changes Econometrica, vol 66, 47-78 and Bai, J. and P. Perron (2003) Computation and Analysis
of Multiple Structural Change Models Journal of Applied Econometrics, 18, 1-22, provided by Pierre Perron (version 3, October
11, 2004). All the notice in the original Gaiss codes remain valid.
For users, run brcode.m . The procedure is explained in the same m file and in each function file.
June 20, 2012
Yohei Yamamoto
Email: yohei.yamamoto@econ.hit-u.ac.jp