Testing For and Dating Common Breaks in Multivariate Time Series

• 1 July 1998
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 65  (3) , 395-432
• https://doi.org/10.1111/1467-937x.00051

Abstract

Keywords

• INFERENCE
• DATE
• CONFIDENCE
• WIDTH
• OUTPUT
• BREAK
• REGRESSORS
• ASYMPTOTICALLY
• DETERMINISTICALLY
• SUBSTANTIAL