Testing For and Dating Common Breaks in Multivariate Time Series (Q4219770)
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scientific article; zbMATH DE number 1221010
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing For and Dating Common Breaks in Multivariate Time Series |
scientific article; zbMATH DE number 1221010 |
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Testing For and Dating Common Breaks in Multivariate Time Series (English)
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19 April 1999
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asymptotically valid confidence intervals
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multivariate time series
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mean growth rate
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