The Effect of Linear Filters on Dynamic Time series with Structural Change

Pierre Perron () and Eric Ghysels ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: TIME SERIES; ECONOMIC MODELS (search for similar items in EconPapers)
Date: Written 1994
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http://hdl.handle.net/1866/2038 (application/pdf)

Related works:
Working Paper: The Effect of Linear Filters on Dynamic Time series with Structural Change (1994)
Journal Article: The effect of linear filters on dynamic time series with structural change (1996)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9425

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