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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

Local asymptotic distributions related to the AR(1) model with dependent errors

Nabeya, Seiji; Perron, Pierre - 1991

Persistent link: https://www.econbiz.de/10000831363

The adequacy of limiting distributions in the AR(1) model with dependent errors

Perron, Pierre - 1990 - Rev

Persistent link: https://www.econbiz.de/10000803463

The limiting distribution of the least squares estimator in nearly integrated seasonal models

Perron, Pierre - 1990

Persistent link: https://www.econbiz.de/10000809706

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

Testing for multiple structural changes in cointegrated regression models

Kejriwal, Mohitosh; Perron, Pierre - 2008 - Rev. November 20, 2008

Persistent link: https://www.econbiz.de/10003819885

Testing for multiple structural changes iin cointegrated regression models

Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-522

Persistent link: https://www.econbiz.de/10008736147

Memory parameter estimation in the presence of level shifts and deterministic trends

McCloskey, Adam; Perron, Pierre - 2012 - This version: July 30, 2012

We propose estimators of the memory parameter of a time series that are robust to a wide variety of random level shift processes, deterministic level shifts and deterministic time trends. The estimators are simple trimmed versions of the popular log-periodogram regression estimator that employ...

Persistent link: https://www.econbiz.de/10009660476

Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run

Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 22/24, pp. 3412-3528

Persistent link: https://www.econbiz.de/10010345346

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