xtbreak: Stata module for estimating and testing structural breaks in time series and panel data.
The command implements the time series methods of Bai and Perron (1998), and the panel data methods of Karavias, Narayan and Westerlund (2023) and Ditzen, Karavias and Westerlund (2025).
You can directly install it from within Stata by typing:
ssc install xtbreak
More information and examples can be found here: xtbreak and here: xtbreak paper.
Conference presentations can be found here: