//-->
Resolving the liquidity effect
Pagan, Adrian R., (1995)
Estimation of a Change Point in Multiple Regression Models
Bai, Jushan, (1998)
Misspecification testing in systems of equations
Robertson, John C., (1992)
A note on spurious break
Likelihood ratio tests for multiple structural changes
Bai, Jushan, (1999)
Least absolute deviation estimation of a shift
Bai, Jushan, (1995)