In time series or panel data structural breaks (or change points) in relations between (or among) key variables can occur. If they do occur, researchers need to be aware of and adjust to such breaks. To make an obvious point clear, the applications to ELS are significant (e.g., Financial Crisis, Brexit Referendum, COVID19, to name but a few).
An updated version (v.2.2) of a user-written command, xtbreak, was recently released to the Stata platform that helps estimate and test for known and unknown structural breaks. For known breakpoints, xtbreak can assess whether the break occurs at a specific point in time. For unknown breaks, xtbreak tests three different hypotheses. First, no break against the alternative of s breaks; second, no breaks against a lower and upper limit of breaks; third, the null of s breaks against the alternative of one more break (s+1).
For those interested, information on the xtbreak program (v.2.2), as well as download information, is here. Additional info accompanied by a brief tutorial is found here.