Narrow search
Showing 21 - 30 of 677
Cover Image
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2012) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10010099083
Cover Image
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1442
Persistent link: https://www.econbiz.de/10008088968
Cover Image
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10008109084
Cover Image
A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-936
Persistent link: https://www.econbiz.de/10010042088
Cover Image
Testing for Multiple Structural Changes in Cointegrated Regression Models
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-523
Persistent link: https://www.econbiz.de/10008704009
Cover Image
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10008881136
Cover Image
Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
Cover Image
A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-935
Persistent link: https://www.econbiz.de/10009683385
Cover Image
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
Cover Image
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