Testing For and Dating Common Breaks in Multivariate Time Series

DOI10.1111/1467-937X.00051MaRDI QIDQ160253FDO

Authors Jushan Bai, Robin L. Lumsdaine, James H. Stock

Publication date July 1998

Published in Review of Economic Studies (Search for Journal in Brave)

Cited in

(1)

• multibreakeR

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