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Testing for and dating common breaks in multivariate time series
Bai, Jushan - In: The review of economic studies 65 (1998) 3, pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
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Structural changes, common stochastic trends, and unit roots in panel data
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The review of economic studies 76 (2009) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003828176
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Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
Perron, Pierre - In: The review of economic studies 63 (1996) 3, pp. 435-463
Persistent link: https://www.econbiz.de/10001201701
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Testing for and dating common breaks in multivariate time series
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H. - In: The review of economic studies 65 (1998) 224, pp. 395-432
Persistent link: https://www.econbiz.de/10007693479
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Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
Bai, Jushan; Carrion-I-Silvestre, JoseplluÍS - In: The review of economic studies 76 (2009) 2, pp. 471-502
Persistent link: https://www.econbiz.de/10008235695
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Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
Perron, Pierre; Ng, Serena - In: The review of economic studies 63 (1996) 216, pp. 435-464
Persistent link: https://www.econbiz.de/10007619521