ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
Authors:
Serena Ng a;
Timothy J. Vogelsang b
| Affiliations: | a Department of Economics, Johns Hopkins University, Baltimore, Maryland |
| b Department of Economics, Cornell University, Ithaca, New York |
DOI:
10.1081/ETC-120015788
Publication Frequency:
6 issues per year
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