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The Adequacy of Asymptotic App...
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111
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
Saved in:
112
Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre
-
1988
Persistent link: https://www.econbiz.de/10001269091
Saved in:
113
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
114
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
115
The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Perron, Pierre
;
Vodounou, Cosmé
- In:
Econometric theory
21
(
2005
)
3
,
pp. 562-592
Persistent link: https://www.econbiz.de/10002794767
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116
A note on the selection of time series models
Ng, Serena
;
Perron, Pierre
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10002569956
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117
Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre
- In:
Economic behaviour and policy choice under price …
,
(pp. 235-291)
.
1994
Persistent link: https://www.econbiz.de/10001292224
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118
The exact error in estimating the spectral density at the origin
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512725
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119
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
120
Estimating and testing linear models with multiple structural changes
Bai, Jushan
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001513164
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