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Robust methods for detecting multiple level breaks in autocorrelated time series

Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2010) Robust methods for detecting multiple level breaks in autocorrelated time series. Journal of Econometrics, 157 (2). pp. 342-358. DOI https://doi.org/10.1016/j.jeconom.2010.02.003



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Full text not available from this repository. https://doi.org/10.1016/j.jeconom.2010.02.003

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