Estimating and testing multiple structural changes in linear models using band spectral regressions
Year of publication: |
2013
|
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Authors: | Yamamoto, Yohei ; Perron, Pierre |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 3, p. 400-429
|
Subject: | Business-cycle | Band spectral regression | Hours-productivity | Low-frequency contaminations | Multiple structural changes | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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