xtbreak

User Guide

  • xtbreak Quickstart
    • Beyond the Basics
    • Break-Count Selection
    • Pandas DataFrame Input
    • Regime Statistics and Chow Tests
    • Panel Data
    • Trend Parameters
    • Robust Covariance
    • Information Criteria
    • Performance Options
    • Serialization
    • Quantitative Smoke Anchors
    • Next Steps
  • xtbreak Examples
    • Runnable Scripts
    • Advanced Patterns
      • Partial Structural Change (Common X)
      • Stata Oracle Hydration
      • SSR Path Visualization Data
      • Panel Robust Covariance
      • Explicit-Panel Robust Estimate Result
      • Quantitative Oracle Contracts
      • Plotting (requires matplotlib)
    • Further Reading
  • US Time-Series Example
    • Source Anchors
    • Audited Fixture Path
    • Two-Break Estimate
    • Post-Estimation Payload Crosswalk
    • Single-Break SSR Path
    • Verification Command

Reference

  • xtbreak API Reference
    • Runtime Dependencies
    • Source Authority
    • Public API and Deprecation Policy
    • Stata Migration Boundaries
    • Public Entry Points
      • xtbreak.test(...)
      • xtbreak.estimate(...)
      • xtbreak.select(...)
    • New Parameters (test / estimate / select)
    • Result Containers
      • xtbreak.CommandType
      • xtbreak.XTBreakResult
      • xtbreak.EstimateResult
      • xtbreak.BreakSelectionResult
      • xtbreak.EstimateBreak
      • xtbreak.FittedSample
      • xtbreak.RegimeStatistics
      • xtbreak.ChowTestResult
      • xtbreak.LazySegmentSSR
    • Plotting Functions
      • xtbreak.plot_breaks
      • xtbreak.plot_regime_fit
      • xtbreak.plot_ssr_path
    • Utility Functions
      • xtbreak.get_blas_info
      • xtbreak.recommend_blas_optimization
      • xtbreak.LazySegmentSSR
    • Plotting Functions
      • xtbreak.plot_breaks
      • xtbreak.plot_regime_fit
      • xtbreak.plot_ssr_path
    • Utility Functions
      • xtbreak.get_blas_info
      • xtbreak.recommend_blas_optimization
    • Exceptions
      • xtbreak.XTBreakError
      • xtbreak.XTBreakValidationError
    • Internal Modules
xtbreak
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© Copyright 2026, Xuanyu Cai, Wenli Xu.

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