Citation:
Stock J, Bai J, Lumsdaine R. Testing for and Dating Common Breaks in Multivariate Time Series. Review of Economic Studies. 1998;65 :395-432.
3.91 MB | ||
Replication Files | 18 KB |
Notes:
Review of Economic Studies (1998) 65, 395 – 432
3.91 MB | ||
Replication Files | 18 KB |
Review of Economic Studies (1998) 65, 395 – 432