Testing for common breaks in a multiple equations system (Q1745616)

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scientific article; zbMATH DE number 6861168
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    Testing for common breaks in a multiple equations system
    scientific article; zbMATH DE number 6861168

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      Testing for common breaks in a multiple equations system (English)
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      18 April 2018
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      change-point
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      segmented regressions
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      break dates
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      hypothesis testing
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      multiple equations systems
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