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~person:"Perron, Pierre"
~subject:"Cointegration"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
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Perron, Pierre
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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2
Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of applied econometrics
30
(
2015
)
1
,
pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
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3
Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
Saved in:
4
Residual based tests for cointegration with GLS detrended data
Perron, Pierre
;
Rodriguez, Gabriel
-
2000
Persistent link: https://www.econbiz.de/10001459082
Saved in:
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