Change-point analysis of time series with evolutionary spectra

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Date Issued
2023
Publisher Version
10.48550/arXiv.2106.02031
Author(s)
Perron, Pierre
Casini, Alessandro
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Permanent Link
https://hdl.handle.net/2144/46143
Version
First author draft
Citation (published version)
P. Perron, A. Casini. 2023. "Change-Point Analysis of Time Series with Evolutionary Spectra" Journal of Econometrics R&R.
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