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person:"Perron, Pierre"
~source:"econis"
~subject:"Theory"
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Search: subject_exact:"KPSS test"
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Einheitswurzeltest
23
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23
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Perron, Pierre
Phillips, Peter C. B.
57
Taylor, Robert
49
Gil-Alaña, Luis A.
42
Leybourne, Stephen James
29
Westerlund, Joakim
24
Lee, Junsoo
22
Saikkonen, Pentti
22
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20
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19
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18
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18
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17
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17
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16
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15
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15
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15
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14
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13
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13
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11
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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2
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1
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1
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1
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ECONIS (ZBW)
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1
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
2
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
Saved in:
3
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre
;
Yabu, Tomoyoshi
-
2006
Persistent link: https://www.econbiz.de/10003270065
Saved in:
4
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Residual based tests for cointegration with GLS detrended data
Perron, Pierre
;
Rodriguez, Gabriel
-
2000
Persistent link: https://www.econbiz.de/10001459082
Saved in:
8
Searching for additive outliers in nonstationary time series
Perron, Pierre
;
Rodriguez, Gabriel
-
2000
Persistent link: https://www.econbiz.de/10001459085
Saved in:
9
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
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