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

Filippo Altissimo and Valentina Corradi

Journal of Econometrics, 2003, vol. 117, issue 2, 207-244

Date: 2003
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Citations: View citations in EconPapers (75)

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Related works:
Working Paper: Strong Rules for Detecting the Number of Breaks in a Time Series (2000)
Working Paper: Strong Rules for Detecting the Number of Breaks in a Time Series (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:117:y:2003:i:2:p:207-244

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