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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - In: Journal of econometrics 80 (1997) 2, pp. 355-386
Persistent link: https://www.econbiz.de/10006791455
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Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena; Perron, Pierre - In: Journal of econometrics 79 (1997) 1, pp. 53-82
Persistent link: https://www.econbiz.de/10006792631
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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre - In: Journal of econometrics 70 (1996) 2, pp. 317-350
Persistent link: https://www.econbiz.de/10006794788
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The effect of linear filters on dynamic time series with structural change
Ghysels, Eric; Perron, Pierre - In: Journal of econometrics 70 (1996) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10006794815
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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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GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural
Perron, Pierre; Rodríguez, Gabriel - In: Economía : revista del Departamento de Economía, … 35 (2012) 69, pp. 174-204
Persistent link: https://www.econbiz.de/10010056977
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Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices
Perron, Pierre; Chun, Sungju; Vodounou, Cosme - In: Journal of empirical finance 20 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10010063414
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Testing for Trend in the Presence of Autoregressive Error: A Comment
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of the American Statistical Association : JASA 107 (2012) 498, pp. 844-845
Persistent link: https://www.econbiz.de/10009997418
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On the irrelevance of impossibility theorems : the case of the long-run variance
Perron, Pierre; Ren, Linxia - In: Journal of time series econometrics 3 (2011) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10010029890
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Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 24, pp. 3512-3528
Persistent link: https://www.econbiz.de/10010053607