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

Pierre Perron and Eric Ghysels ()

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: time series; economic models (search for similar items in EconPapers)
Pages: 19 pages
Date: 1994
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Citations: View citations in EconPapers (2)

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

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