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Econometric Research Program research memorandum
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A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre
-
1991
Persistent link: https://www.econbiz.de/10000831361
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2
The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre
-
1990
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Rev
Persistent link: https://www.econbiz.de/10000803463
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3
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000803464
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4
The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809706
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5
Testing for a unit root in a time series with a changing mean
Perron, Pierre
-
1989
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Rev
Persistent link: https://www.econbiz.de/10000787067
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6
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
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7
Local asymptotic distributions related to the AR(1) model with dependent errors
Nabeya, Seiji
;
Perron, Pierre
-
1991
Persistent link: https://www.econbiz.de/10000831363
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8
Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.
;
Perron, Pierre
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831368
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9
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
10
An analysis of the real interest rate under regime shifts
Garcia, René
;
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809705
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