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~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
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BOSSERT, Walter
34
Ghysels, E.
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EHLERS, Lars
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Dufour, J.M.
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DUFOUR, Jean-Marie
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DIONNE, G.
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Dionne, G.
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Garcia, R.
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SPRUMONT, Yves
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SUZUMURA, Kotaro
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BENCHEKROUN, Hassan
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Ng, S.
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RUGE-MURCIA, Francisco J.
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Perron, P.
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GAUDET, Gérard
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Sprumont, Y.
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CASTRO, Rui
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BLACKORBY, Charles
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Bronsard, C.
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Cardia, E.
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Département de Sciences Économiques, Université de Montréal
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Econometrics Research Program, Department of Economics
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Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa
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Johns Hopkins University / Department of Economics
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
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1
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.
Moon, H.R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
This paper studies seemingly unrelated linear models with integrated regressors and stationary errors.
Persistent link: https://www.econbiz.de/10005345988
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2
The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353038
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3
Estimating and Testing Linear Models with Multiple Structural Changes.
Perron, P.
;
Bai, J.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353047
Saved in:
4
An Analysis of the Real Interest rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353051
Saved in:
5
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
Vogelsang, T.J.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353081
Saved in:
6
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT.
GHYSELS, E.
;
PERRON, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005353082
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7
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag.
Ng, S.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005133048
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8
The Exact Error in Estimating the Special Density at the Origin.
Ng, S.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005170679
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9
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems.
Ng, S.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005170686
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10
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.
Perron, P.
;
Ng, S.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005545605
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