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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Perron, Pierre"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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Perron, Pierre
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Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
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2
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
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3
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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4
The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre
- In:
Econometric theory
5
(
1989
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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5
A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
2
,
pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
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6
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
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