Estimating and testing multiple structural changes in linear models using band spectral regressions

Yohei Yamamoto and Pierre Perron

Econometrics Journal, 2013, vol. 16, issue 3, 400-429

Date: 2013
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http://hdl.handle.net/10.1111/ectj.2013.16.issue-3

Related works:
Working Paper: Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions (2012)
Working Paper: Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429

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