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~person:"Perron, Pierre"
~type_genre:"Article in journal"
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Perron, Pierre
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ECONIS (ZBW)
16
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1
Pitfalls of two-step
testing
for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometrics : open access journal
7
(
2019
)
2/22
,
pp. 1-11
first step are not correctly accounted for. In doing so, we show that
testing
for changes in the coefficients (or in the …
Persistent link: https://www.econbiz.de/10012025784
Saved in:
2
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
This paper considers
testing
procedures for the null hypothesis of a unit root process against the alternative of a …
Persistent link: https://www.econbiz.de/10011654059
Saved in:
3
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
4
Testing
for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Testing
for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10011974716
Saved in:
7
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:
8
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 782-844
Persistent link: https://www.econbiz.de/10011589912
Saved in:
9
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
Saved in:
10
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
Saved in:
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