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Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Qu, Zhongjun; Yoon, Jungmo; Perron, Pierre - In: The review of economics and statistics 106 (2024) 2, pp. 521-541
Persistent link: https://www.econbiz.de/10014536847
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A look at the quality of the approximation of the functional central limit theorem
Perron, P.; Mallet, S. - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10006779555
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Approximations to Some Exact Distributions in the First Order Autoregressive Model with Dependent Errors
Nabeya, S.; Perron, P. - In: Econometric reviews 14 (1995) 4, pp. 421-458
Persistent link: https://www.econbiz.de/10006935621
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TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe; Georgiev, Iliyan; Aitchison, J.; … - In: Econometric theory 23 (2007) 6, pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
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Estimation in the presence of heteroskedasticity of unknown form : a lasso-based approach
González-Coya, Emilio; Perron, Pierre - In: Journal of econometric methods 13 (2024) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10014580272
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Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
Cati, R.C.; Garcia, M.G.P.; Perron, P. - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10006989751
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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y. - 1991
Persistent link: https://www.econbiz.de/10013452193
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L' estimation de modèles avec changements structurels multiples
Perron, Pierre - In: L' Actualité économique : revue d'analyse économique 96 (2020) 4, pp. 789-837
Persistent link: https://www.econbiz.de/10013329374
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Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen; Perron, Pierre - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
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Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; … - In: Econometric reviews 42 (2023) 3, pp. 281-306
Persistent link: https://www.econbiz.de/10014305507