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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre; Vodounou, Cosmé - In: The econometrics journal 4 (2001) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
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Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
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Editorial: Royal Economic Society Annual Conference 2009 : special issue on factor models ; theoretical and applied perspectives
Perron, Pierre; Smith, Richard J. - In: The econometrics journal 14 (2011) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10009007084
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai; Perron, Pierre - In: The econometrics journal 9 (2006) 3, pp. 423-447
Persistent link: https://www.econbiz.de/10003390163
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Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives
Perron, Pierre; Smith, Richard J. - In: The econometrics journal 14 (2011) 1, pp. Ci
Persistent link: https://www.econbiz.de/10008845127
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Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre; Vodounou, Cosme - In: The econometrics journal 4 (2001) 1, pp. 143
Persistent link: https://www.econbiz.de/10007486730