The effect of linear filters on dynamic time series with structural change
| Year of publication: |
1996
|
|---|---|
| Authors: | Ghysels, Eric ; Perron, Pierre |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 70.1996, 1, p. 69-97
|
| Publisher: |
Elsevier |