Estimating and testing multiple structural changes in linear models using band spectral regressions
Author:
Affiliation:
1. Hitotsubashi University, Department of Economics, Naka 2-1, Kunitachi, Tokyo 186-8601, Japan
2. Department of Economics, Boston University, 270 Bay State Road, Boston, MA 02215, USA
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/16/3/400/27679591/ectj0400.pdf
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4. Business cycles in international historical perspective;Basu;Journal of Economic Perspectives,1999
5. Measuring business cycles: approximate band‐pass filters for economic time series;Baxter;Review of Economics and Statistics,1999
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