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Structural break test for non-stationary time series

Cross Validated Asked on December 20, 2021

I recently found out that Bai and Perron test for identifying structural breaks using the package strucchange can’t be used in case time series is non stationary. Is anyone aware of a R package that can be used to identify structural breaks for non stationary time series. I did find some papers but could not find a R program.

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