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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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Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 149 (2009) 1, pp. 26-51
Persistent link: https://www.econbiz.de/10003833721
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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
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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh; Perron, Pierre - 2009
Persistent link: https://www.econbiz.de/10003819886
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Let's take a brake : trends and cycles in US real GDP
Perron, Pierre; Wada, Tatsuma - In: Journal of monetary economics 56 (2009) 6, pp. 749-765
Persistent link: https://www.econbiz.de/10003893980
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GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
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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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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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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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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.; Perron, Pierre - In: Journal of empirical finance 17 (2010) 1, pp. 138-156
Persistent link: https://www.econbiz.de/10003943961