Estimating and testing multiple structural changes in linear models using band spectral regressions
Yohei Yamamoto and Pierre Perron
| Year of publication: |
2013
|
|---|---|
| Authors: | Yamamoto, Yohei ; Perron, Pierre |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 3, p. 400-429
|
| Subject: | Business-cycle | Band spectral regression | Hours-productivity | Low-frequency contaminations | Multiple structural changes | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Strukturwandel | Structural change | Nichtparametrisches Verfahren | Nonparametric statistics | Strukturbruch | Structural break |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010253633