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  "Title": "Restricted Structural Change Models",
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  "Description": "Methods for detecting structural breaks and estimating\nbreak locations for linear multiple regression models under\ngeneral linear restrictions on the coefficient vector.\nRestrictions can be within regimes, across regimes, or both,\nand are supported in two forms: an affine parameterization\n(Form A: delta = S*theta + s) and explicit linear constraints\n(Form B: R*delta = r). Provides break date estimation with\nconfidence intervals, a restricted sup-F test for the null of\nno structural change, simulation of critical values by Monte\nCarlo, and a bootstrap restart procedure to reduce the risk of\nconvergence to spurious local optima. Also implements a\ngeneralized regression tree (linear model tree) procedure where\neach leaf contains a linear regression model rather than a\nlocal average. Reference: Perron, P., and Qu, Z. (2006).\n'Estimating Restricted Structural Change Models.' Journal of\nEconometrics, 134(2), 373-399.\n<doi:10.1016/j.jeconom.2005.06.030>.",
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