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~person:"Lu, Yang K."
~person:"Yamamoto, Yohei"
~subject:"Regressionsanalyse"
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Pitfalls of two step testing for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10012418079
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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