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Original Articles

Common change-points in long-term UK bond yields, 1870–1914: a piecewise linear trends approach

Pages 1254-1258 | Published online: 19 Jun 2013

References

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  • Qu , Z. and Perron , P. 2007 . Estimating and testing structural changes in multivariate regressions . Econometrica , 75 : 459 – 502 .
  • Yoon , G. 2011 . Changing volatility of long-term UK interest rates during Pax Britannica . Applied Economics Letters , 18 : 69 – 74 .

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