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A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831361
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre; Vogelsang, Timothy J. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831369
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Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
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Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464
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An analysis of the real interest rate under regime shifts
Garcia, René; Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809705
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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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A note on Johansen's cointegration procedure when trends are present
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524