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The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre - In: Econometric theory 5 (1989) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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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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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
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Unit roots and structural breaks
Perron, Pierre - In: Econometrics : open access journal 5 (2017) 2, pp. 1-3
Persistent link: https://www.econbiz.de/10011654429
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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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Unit roots and structural breaks
Perron, Pierre (contributor) - 2018
This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have...
Persistent link: https://www.econbiz.de/10011903341
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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Perron, Pierre; Cati, Regina; Garcia, Marcio Gomes Pinto - 1995
Persistent link: https://www.econbiz.de/10011934966
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Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre - In: Journal of Time Series Analysis 41 (2020) 5, pp. 676-690
Persistent link: https://www.econbiz.de/10012283127