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Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
Digital文書・図像類
山本, 庸平, Perron, PierreInstitute of Economic Research, Hitotsubashi University2012-10
Available onlineOther Libraries in Japan
  • Summary, etc....r models using band spectral regressions. We consider changes over ti...
  • Subject Headingmultiple structural changes band spectral regression low frequency contaminations ...

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