The effect of linear filters on dynamic time series with structural change

Eric Ghysels () and Pierre Perron

Journal of Econometrics, 1996, vol. 70, issue 1, 69-97

Date: 1996
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Citations: View citations in EconPapers (24)

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Related works:
Working Paper: The Effect of Linear Filters on Dynamic Time series with Structural Change (1994)
Working Paper: The Effect of Linear Filters on Dynamic Time series with Structural Change (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:70:y:1996:i:1:p:69-97

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