Authors: Perron, Pierre Yamamoto, Yohei

Citation: Perron, Pierre et Yamamoto, Yohei, On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests, Econometric reviews , 35(5), 2016, pp. 782-844

Authors: Yamamoto, Yohei

Citation: Yamamoto, Yohei, A modified confidence set for the structural break date in linear regression models, Econometric reviews , 37(9), 2018, pp. 974-999