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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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Local asymptotic distributions related to the AR(1) model with dependent errors
Nabeya, Seiji; Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831363
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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.; Perron, Pierre - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831368
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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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The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
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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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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212