Estimating and testing multiple structural changes in linear models using band spectral regressions

DOI10.1111/ectj.12010OpenAlexW1922598422MaRDI QIDQ5093216

Pierre Perron, Yohei Yamamoto

Publication date: 26 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://gcoe.ier.hit-u.ac.jp/research/discussion/2008/pdf/gd12-250.pdf

zbMATH Keywords

multiple structural changesbusiness-cycleband spectral regressionhours-productivitylow-frequency contaminations

Mathematics Subject Classification ID

Statistics (62-XX)

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