[R] strucchange breakpoints (Bai and Perron, 1998, 2003)

buehlerman buehler.daniel at web.de
Sun Feb 26 16:57:40 CET 2012

If I try the breakpoints() function (strucchange package) with a minimum
segment size = the number of regressors, there appears the following error
"minimum segment size must be greater than the number of regressors"

According to the documentation:
"breakpoints implements the algorithm described in Bai & Perron (2003) for
simultaneous estimation of multiple breakpoints."

Bai & Perron (2003) assumed: minimum segment size >= number of regressors
(and not >).
What is the reason for this deviation?

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