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-his is 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