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~accessRights:"restricted"
~person:"Lu, Yang K."
~person:"Yamamoto, Yohei"
~type_genre:"Article in journal"
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Lu, Yang K.
Yamamoto, Yohei
Perron, Pierre
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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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2
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
3
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 782-844
Persistent link: https://www.econbiz.de/10011589912
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