Testing for and dating common breaks in multivariate time series

J Bai, Robin Lumsdaine, JH Stock

Research output: Contribution to journalArticleAcademicpeer-review

263 Citations (Scopus)
Original languageEnglish
Pages (from-to)395-432
Number of pages37
JournalReview of Economic Studies
Volume65
Issue number3
Publication statusPublished - 1998
Externally publishedYes

Research programs

  • ESE - E&MS

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