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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Inference on locally ordered breaks in multiple regressions
Li, Ye; Perron, Pierre - In: Econometric reviews 36 (2017) 1/3, pp. 289-353
Persistent link: https://www.econbiz.de/10011795213
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Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Journal of empirical finance 11 (2004) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001981312
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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
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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
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Estimating restricted structural change models
Perron, Pierre; Qu, Zhongjun - In: Journal of econometrics 134 (2006) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003374322
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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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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
Deng, Ai; Perron, Pierre - In: Journal of econometrics 142 (2008) 1, pp. 212-240
Persistent link: https://www.econbiz.de/10003608173
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Structural breaks with deterministic and stochastic trends
Perron, Pierre; Zhu, Xiaokang - In: Journal of econometrics 129 (2005) 1/2, pp. 65-119
Persistent link: https://www.econbiz.de/10003172697
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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