Strong rules for detecting the number of breaks in a time series》.pdfVIP

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Strong rules for detecting the number of breaks in a time series》.pdf

Strong rules for detecting the number of breaks in a time series》.pdf

Journal of Econometrics 117 (2003) 207–244 /locate/econbase Strong rules for detecting the number of breaks in a time series Filippo Altissimoa;b , Valentina Corradic;∗ a Research Department, Bank of Italy, Rome 00184, Italy b CEPR, London EC1 V7RR, UK cDepartment of Economics, School of Business and

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