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Estimating and Testing Linear Models with Multiple Structural Changes.
Perron, P.
;
Bai, J.
-
Département de Sciences Économiques, Université de …
-
1995
Persistent link: https://www.econbiz.de/10005353334
Saved in:
2
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
Saved in:
3
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.
Moon, H.R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
This paper studies seemingly unrelated linear models with integrated regressors and stationary errors.
Persistent link: https://www.econbiz.de/10005345988
Saved in:
4
The Effect of Linear Filters on Dynamic Time series with Structural Change.
Perron, P.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353038
Saved in:
5
An Analysis of the Real Interest rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353051
Saved in:
6
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
Vogelsang, T.J.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353081
Saved in:
7
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT.
GHYSELS, E.
;
PERRON, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005353082
Saved in:
8
An analysis of Real Interest Rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005729574
Saved in:
9
Further Evidence on Breaking Trend Functions in Macroeconomic Variables.
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005729609
Saved in:
10
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors.
Nabeya, S.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005729626
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