Testing for and dating common breaks in multivariate time series
| Year of publication: |
1998
|
|---|---|
| Authors: | Bai, Jushan ; Lumsdaine, Robin L. ; Stock, James H. |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 65.1998, 224, p. 395-432
|