Change-point analysis of time series with evolutionary spectra

Change-point analysis of time series with evolutionary spectra

Files

CASINI_PERRON_Change-Point_Spectrum_SLS.pdf(889.59 KB)

First author draft

Date

2023

DOI

10.48550/arXiv.2106.02031

Authors

Perron, Pierre

Casini, Alessandro

Version

First author draft

URI

https://hdl.handle.net/2144/46143

Citation

P. Perron, A. Casini. 2023. "Change-Point Analysis of Time Series with Evolutionary Spectra" Journal of Econometrics R&R.

Collections

BU Open Access Articles
CAS: Economics: Scholarly Papers