Testing For and Dating Common Breaks in Multivariate Time Series

DOI10.1111/1467-937X.00051MaRDI QIDQ160253FDOQ160253

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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