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

Abstract

Journal Article Estimating and testing multiple structural changes in linear models using band spectral regressions Get access Yohei Yamamoto, Yohei Yamamoto Hitotsubashi University, Department of Economics, Naka 2-1, Kunitachi, Tokyo 186-8601, Japan Search for other works by this author on: Oxford Academic Google Scholar Pierre Perron Pierre Perron Department of Economics, Boston University, 270 Bay State Road, Boston, MA 02215, USA Search for other works by this author on: Oxford Academic Google Scholar The Econometrics Journal, Volume 16, Issue 3, 1 October 2013, Pages 400–429, https://doi.org/10.1111/ectj.12010 Published: 22 November 2013 Article history Received: 01 October 2012 Accepted: 01 April 2013 Published: 22 November 2013