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~person:"Perron, Pierre"
~subject:"Kausalanalyse"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Perron, Pierre
Taylor, Robert
30
Chang, Tsangyao
29
Gil-Alaña, Luis A.
24
Leybourne, Stephen James
20
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19
Harvey, David I.
18
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11
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8
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7
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4
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ECONIS (ZBW)
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1
Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses
Chang, Seong Yeon
;
Perron, Pierre
- In:
Econometrics : open access journal
5
(
2017
)
1
,
pp. 1-26
fractional process, called a fractional
unit
root
test
. We extend the Lagrange Multiplier (LM) tests of Robinson (1994) and …
Persistent link: https://www.econbiz.de/10011654059
Saved in:
2
Unit roots and structural breaks
Perron, Pierre
- In:
Econometrics : open access journal
5
(
2017
)
2
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011654429
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre
;
Yabu, Tomoyoshi
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 56-69
Persistent link: https://www.econbiz.de/10003855082
Saved in:
6
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
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