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Generic consistency of the break-point estimators under specification errors in a multiple-break model

Bai, Jushan et al.

Generic consistency of the break-point estimators under specification errors in a multiple-break model 2008 - 2008 - 287-307 V. 11 Issue. 2

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Consistency;Measurement error;Misspecification;Multiple changes;

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