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Time series analysis
7
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Ng, Serena
Perron, Pierre
365
Rodriguez, Gabriel
193
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43
Figueroa, Adolfo
40
Kejriwal, Mohitosh
35
Qu, Zhongjun
27
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ECONIS (ZBW)
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A note on the selection of time series models
Ng, Serena
;
Perron, Pierre
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002569956
Saved in:
2
Lag length selection and the construction of unit root tests with good size and power
Ng, Serena
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
Saved in:
3
The exact error in estimating the spectral density at the origin
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512725
Saved in:
4
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
5
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
Saved in:
6
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
Perron, Pierre
- In:
The review of economic studies
63
(
1996
)
3
,
pp. 435-463
Persistent link: https://www.econbiz.de/10001201701
Saved in:
7
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
Saved in:
8
PPP may not hold afterall : a further investigation
Ng, Serena
;
Perron, Pierre
- In:
Annals of economics and finance
3
(
2002
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001731872
Saved in:
9
PPP may not hold afterall : a further investigation
Ng, Serena
(
contributor
);
Perron, Pierre
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650959
Saved in:
10
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
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