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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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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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Breaks, trends and the attribution of climate change: a time-series analysis
Estrada, Francisco; Perron, Pierre - 2012
Persistent link: https://www.econbiz.de/10010400917
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Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Hou, Jie; Perron, Pierre - In: Journal of econometrics 182 (2014) 2, pp. 309-328
Persistent link: https://www.econbiz.de/10010497755
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Testing for flexible nonlinear trends with an integrated or stationary noise component
Perron, Pierre; Shintani, Mototsugu; Tomoyoshi, Yabu - 2015
Persistent link: https://www.econbiz.de/10010501938
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Residual base tests for cointegration with GLS detrented data
Perron, Pierre; Rodriguez, Gabriel - 2012
Persistent link: https://www.econbiz.de/10009615277
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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
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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. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai; Perron, Pierre - In: The econometrics journal 9 (2006) 3, pp. 423-447
Persistent link: https://www.econbiz.de/10003390163