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Bai, J., Estimating Multiple Breaks One at a Time, MIT working paper 95-18, 1995.
Lucas, R., Asset Prices in an Exchange Economy, Econometrica, 46, 6, November 1978, 1429-45.
McCulloch, J.H., The Tax-Adjusted Yield Curve, The Journal of Finance, 30, 1975, 811-830.
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