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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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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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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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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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The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Econometric theory 21 (2005) 3, pp. 562-592
Persistent link: https://www.econbiz.de/10002794767
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The limit distribution of the CUSUM of squares test under general mixing conditions
Deng, Ai; Perron, Pierre - In: Econometric theory 24 (2008) 3, pp. 809-822
Persistent link: https://www.econbiz.de/10003894304
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GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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Memory parameter estimation in the presence of level shifts and deterministic trends
McCloskey, Adam; Perron, Pierre - In: Econometric theory 29 (2013) 6, pp. 1196-1237
Persistent link: https://www.econbiz.de/10010343727
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A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre; Yamamoto, Yohei - In: Econometric theory 30 (2014) 2, pp. 491-507
Persistent link: https://www.econbiz.de/10010399749