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

Testing jointly for structural changes in the error variance and coefficients of a linear regression model

Perron, Pierre, (2020)

Structural change tests under heteroskedasticity : Joint estimation versus two‐steps methods

Perron, Pierre, (2021)

Testing jointly for structural changes in the error variance and coefficients of a linear regression model

Perron, Pierre, (2020)