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)
Pages: 19 pages
Date: 1994
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/1866/2038 (application/pdf)

Related works:
Journal Article: The effect of linear filters on dynamic time series with structural change (1996)
Working Paper: The Effect of Linear Filters on Dynamic Time series with Structural Change (1994)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mtl:montde:9425

Access Statistics for this paper

More papers in Cahiers de recherche from Universite de Montreal, Departement de sciences economiques Contact information at EDIRC.
Bibliographic data for series maintained by Sharon BREWER ().