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.

R package for testing and estimating structural breaks in time series and panel data using Bai-Perron and dynamic programming methods. Provides hypothesis tests (supF, UDmax, WDmax), break-date estimation, and support for fixed effects and common correlated effects models.