That is wicked cool! Thanks. Sent from TypeApp<http://www.typeapp.com/r> On Dec 2, 2016, at 6:58 AM, &quot;Sven-Schreiber(a)BOECKLER.DE&quot; <Sven-Schreiber@boeckler.de<mailto:Sven-Schreiber@boeckler.de>> wrote: Hello fellow gretl users, several times in the past there have been questions whether it's possible to test/estimate structural breaks in (time series) regressions in gretl, beyond the traditional Chow-type tests. So here is just a news flash that since last month there is a new contributed function package called "StrucBreak" available on the package server, implementing the fairly well-known Bai & Perron approach. It's an early version in the sense that it doesn't have any graphical interface functions yet, at this stage you really have to do hansl scripting to use it. Also some bugs are guaranteed to exist. Nevertheless it could be useful for some of your empirical applications, and it comes with a relatively explicit pdf help document. For any questions or feedback use this mailing list, or perhaps also the Stackexchange/CrossValidated platform. (Following Frederik's example it might be good idea still to alert this list with a link then.) Cheers, sven