Testing for and Dating Common Breaks in Multivariate Time Series

Review of Economic Studies

Volumn 65, Issue 3, 1998, Pages 395-432

  Bai, Jushan ^a   Lumsdaine, Robin L ^b   Stock, James H ^c  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b BROWN UNIVERSITY   (United States)

^c HARVARD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001568702     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-937X.00051     Document Type: Article

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