Ahamada, Ibrahim; Jouini, Jamel; Boutahar, Mohamed - In: Applied Economics 36 (2004) 10, pp. 1095-1101
This article estimates the number of breaks and their locations in the covariance structure of a series based on the evolutionary spectral density and uses some standard information criteria. The adopted approach is non-parametric and does not privilege a priori any modelling of the series. One...