Testing for and dating common breaks in multivariate time series
Year of publication: |
1998
|
---|---|
Authors: | Bai, Jushan |
Other Persons: | Lumsdaine, Robin L. (contributor) ; Stock, James H. (contributor) |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 65.1998, 3, p. 395-432
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Ölpreis | Oil price | Deutschland | Germany | Frankreich | France | Italien | Italy | USA | United States |
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