This folder includes two sets of MATLAB files, which enable you to replicate the results in Y. Yamamoto and P.Perron (2013) 
"Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions."

1) bsr_m_break: includes the main script file (main.m), the data, and function files. Function files with "_bsr" are 
extensions of Bai and Perron (1998) codes to band spectral approach where you can choose arbitrary band as a form of [wl, wh].
Function files with "_trun" are those for low frequency truncation discussed in Section 3 in the paper. The choice of 
truncation is set to log(T) as default, but you can change it in "trun_rule.m".

To run the main.m file, you also need to set a path to the following function files or put them in the same directory. 

2) m_break: includes all the function files pertaining to Bai and Perron (1998) "Estimating and Testing Linear Models with 
Multiple Structural Changes", Econometrica, 66 47-78, and Bai and Perron (2003) "Computation and Analysis of Multiple Structural Change Models," 
Journal of Applied Econometrics 18, 1-22.

Please let me know if you have any questions or find any coding errors.

February 19, 2013

Yohei Yamamoto (yohei.yamamoto@econ.hit-u.ac.jp)