Testing For and Dating Common Breaks in Multivariate Time Series
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Publication:4219770
DOI10.1111/1467-937X.00051zbMath0910.90074OpenAlexW2073361802MaRDI QIDQ4219770
James H. Stock, Robin L. Lumsdaine, Jushan Bai
Publication date: 19 April 1999
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-937x.00051
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