Testing for and dating common breaks in multivariate time series

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@article{72c4db4a2e9948238b617ba56f2febda,

title = "Testing for and dating common breaks in multivariate time series",

author = "J Bai and Robin Lumsdaine and JH Stock",

year = "1998",

language = "English",

volume = "65",

pages = "395--432",

journal = "Review of Economic Studies",

issn = "0034-6527",

publisher = "Oxford University Press",

number = "3",

}