The Effect of Linear Filters on Dynamic Time series with Structural Change.
| Year of publication: |
1994
|
|---|---|
| Authors: | Perron, P. ; Ghysels, E. |
| Institutions: | Département de Sciences Économiques, Université de Montréal |
| Subject: | TIME SERIES | ECONOMIC MODELS |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005729803