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Detecting at-most-m changes in linear regression models

Horváth, L., Pouliot, W. and Wang, S. (2017) Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis, 38 (4). pp. 552-590. ISSN 1467-9892

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To link to this item DOI: 10.1111/jtsa.12228


Item Type:Article
Refereed:Yes
Divisions:Faculty of Arts, Humanities and Social Science > School of Politics, Economics and International Relations > Economics
ID Code:79664
Publisher:Wiley-Blackwell

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