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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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Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of econometrics 151 (2009) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10003855082
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - 2009
Persistent link: https://www.econbiz.de/10003887089
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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
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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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The limit distribution of the CUSUM of squares test under general mixing conditions
Deng, Ai; Perron, Pierre - In: Econometric theory 24 (2008) 3, pp. 809-822
Persistent link: https://www.econbiz.de/10003894304
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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