Narrow search
Showing 81 - 90 of 374
Cover Image
The variance ratio test : an analysis of size and power based on a continuous-time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Econometric theory 21 (2005) 3, pp. 562-592
Persistent link: https://www.econbiz.de/10002794767
Cover Image
A note on the selection of time series models
Ng, Serena; Perron, Pierre - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 115-134
Persistent link: https://www.econbiz.de/10002569956
Cover Image
Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Perron, Pierre; Vodounou, Cosmé - In: Journal of empirical finance 11 (2004) 2, pp. 203-230
Persistent link: https://www.econbiz.de/10001981312
Cover Image
A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
Cover Image
A simple modification to improve the finite sample properties of Ng and Perrons's unit root tests
Perron, Pierre; Qu, Zhongjun - In: Economics letters 94 (2007) 1, pp. 12-19
Persistent link: https://www.econbiz.de/10003403999
Cover Image
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre; Vodounou, Cosmé - In: The econometrics journal 4 (2001) 1, pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Cover Image
Lag length selection and the construction of unit root tests with good size and power
Ng, Serena; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
Cover Image
Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Cover Image
GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
Cover Image
Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235