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A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-935
Persistent link: https://www.econbiz.de/10009683385
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A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
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A simple modification to improve the finite sample properties of Ng and Perrons's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10003403999
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Does GNP have a unit root? : a re-evaluation
Perron, Pierre - In: Economics letters 23 (1987) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10001027059
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A look at the quality of the approximation of the functional central limit theorem
Perron, P.; Mallet, S. - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10006779555
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Testing the random walk-hypothesis : power versus frequency of observation ; received 12.12.1984
Shiller, Robert J.; Perron, Pierre - In: Economics letters 18 (1985) 4, pp. 381-386
Persistent link: https://www.econbiz.de/10002833016
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A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10007390898
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A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-936
Persistent link: https://www.econbiz.de/10010042088