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Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre; Shintani, Mototsugu; Tomoyoshi, Yabu - 2015
Persistent link: https://www.econbiz.de/10010501938
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Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre; Shintani, Mototsugu; Tomoyoshi, Yabu - In: Oxford bulletin of economics and statistics 79 (2017) 5, pp. 822-850
Persistent link: https://www.econbiz.de/10011772104
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Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
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GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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Residual based tests for cointegration with GLS detrended data
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459082
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Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003270065
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Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003270089
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Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
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Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 369-396
Persistent link: https://www.econbiz.de/10003893884