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Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
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Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
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The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
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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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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
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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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Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607
Persistent link: https://www.econbiz.de/10001269091
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre - In: Econometric theory 7 (1991) 2, pp. 236-252
Persistent link: https://www.econbiz.de/10001118076