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robust break date estimation
Formats:
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Publication Year:
2023
Josep Lluís Carrion-i-Silvestre
;
María Dolores Gadea Rivas
Testing for multiple level shifts with an integrated or stationary noise comp...
We provide the MATLAB code and datasets to replicate the computation that are carried out in the empirical section of the paper
DOI:10.15456/jae.2023010.1115422270
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