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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/10009623567
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GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural
Perron, Pierre; Rodriguez, Gabriel - In: Economía : revista del Departamento de Economía, … 35 (2012), pp. 174-203
Persistent link: https://www.econbiz.de/10009628610
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Sampling interval and estimated betas : implications for the presence of transitory components in stock prices
Perron, Pierre; Chun, Sungju; Vodounou, Cosmé - In: Journal of empirical finance 20 (2013), pp. 42-62
Persistent link: https://www.econbiz.de/10009717878
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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
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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) 22/24, pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
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Estimating and testing multiple structural changes in linear models using band spectral regressions
Yamamoto, Yohei; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 400-429
Persistent link: https://www.econbiz.de/10010253633
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A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun; Perron, Pierre - In: The econometrics journal 16 (2013) 3, pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre; Yamamoto, Yohei - In: Econometric theory 30 (2014) 2, pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
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Breaks, trends and the attribution of climate change: a time-series analysis
Estrada, Francisco; Perron, Pierre - 2012
Persistent link: https://www.econbiz.de/10010400917