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Journal of Econometrics 2020 / 8

Estimating multiple breaks in nonstationary autoregressive models

Pang, Tianxiao, Du, Lingjie, Chong, Terence Tai-Leung
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Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2020.06.005
Date:
August, 2020
File:
PDF, 1.05 MB
2020
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