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Perron, Pierre
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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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2
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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3
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
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