Zeileis, Achim2004-12-062004-12-062004http://hdl.handle.net/2003/490510.17877/DE290R-5422In a recent article, Bai and Perron (2003, Journal of Applied Econometrics) present a comprehensive discussion of computational aspects of multiple structural change models along with several empirical examples. Here, we report on the results of a replication study using the R statistical software package. We are able to verify most of their findings; however, some confidence intervals associated with breakpoints cannot be reproduced. These confidence intervals require computation of the quantiles of a nonstandard distribution, the distribution of the argmax functional of a certain stochastic process. Interestingly, the difficulties appear to be due to numerical problems in GAUSS, the software package used by Bai and Perron.enUniversitätsbibliothek Dortmundstructural changebreakpointseconometric softwarenumerical accuracyreproducibilityRGAUSS310report