This code consistently estimates multiple breaks in linear models with endogenous regressors, via the 2SLS criterion. It contains both an artificially generated DGP and real data to estimate break in the New Keynesian Phillips curve for US. Please read the readme file in the zip file attached for more info.
International Journal of Research in Marketing (2019)
Gaustad Tarje, M. Bendik, Warlop Luk, and Fitzsimons Gavan J.