Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
Year of publication: |
2012-10
|
---|---|
Authors: | Yamamoto, Yohei ; Perron, Pierre |
Institutions: | Institute of Economic Research, Hitotsubashi University |
Subject: | multiple structural changes | band spectral regression | low frequency contaminations | hours-productivity | business-cycle |
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