1. Introduction | 2. Methods for estimation and inference | 2.1 Econometric models and issues of interest | 2.1.1 The model | 2.1.2 Examples | 2.1.3 Econometric issues of interest | 2.2 Estimating break locations based on a single quantile | 2.3 Estimating break locations based on multiple quantiles | 2.4 Determining the number of breaks | 2.4.1 Testing for a single structural break | 2.4.2 Testing $l$ against $l+1$ breaks | 2.4.3 Critical values | 2.4.4 The recommended procedure | 2.5 Inference on quantile regression coefficients after estimating the breaks | 2.6 Normalization of the subgradient process (version 1.0.3) | 3. Using the main function | 3.1 Arguments | 3.2 How the data must be arranged | 3.3 The return object | 4. Application 1: a time series — U.S. real GDP growth | 4.1 The data | 4.2 Setting the inputs | 4.3 Running the function | 4.4 Output based on separate quantiles | 4.5 Output based on multiple quantiles | 4.6 A picture | 4.7 Comparing the two normalizations | 4.8 Computational time | 4.9 Potential error messages | 5. Application 2: repeated cross-sections — youth drinking and driving | 5.1 The data | 5.2 Running the function | 5.3 Output based on separate quantiles | 5.4 Output based on multiple quantiles | 6. Working with the individual functions | 6.1 A single test at a single quantile | 6.2 Estimation given break dates | 6.3 The search itself | 7. Practical notes | References

Introduction | Model Setup | Restriction Forms | Installation | The Example Dataset | A Simple Example | Data Setup | Using Form A Restrictions | Specifying Restrictions (Form A) | Conducting the Analysis (Form A) | Specifying Restrictions (Form B) | Conducting the Analysis (Form B) | Bootstrap Methods for Avoiding Local Minima | The Problem of Local Minima | Bootstrap Restarting Break-Point (BRBP) Algorithm | Using Form A with BRBP | Residual Bootstrap Restarting Break-Point (RBRBP) Algorithm | Using Form A with RBRBP | Complete Workflow Example | Step 1: Initial Estimation | Step 2: Bootstrap Refinement | Using Form B: | Using Form A: | References | Session Info

The Problem of Spurious Long Memory | The Test Methodology | Installation | The RV5min Dataset | Conducting the Test | Basic Usage | Understanding the Output | Technical Details | Accessing Results | Simulated Examples | Example 1: Genuine Long Memory (ARFIMA) | Example 2: Level Shift (Spurious) | Significance Levels | References | Session Info