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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
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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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Inference on locally ordered breaks in multiple regressions
Li, Ye; Perron, Pierre - In: Econometric reviews 36 (2017) 1/3, pp. 289-353
Persistent link: https://www.econbiz.de/10011795213
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico; Casini, Alessandro; Catania, Leopoldo; … - In: Econometric reviews 42 (2023) 3, pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - In: Econometric reviews 37 (2018) 6/10, pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
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Approximations to Some Exact Distributions in the First Order Autoregressive Model with Dependent Errors
Nabeya, S.; Perron, P. - In: Econometric reviews 14 (1995) 4, pp. 421-458
Persistent link: https://www.econbiz.de/10006935621
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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. 239-246
Persistent link: https://www.econbiz.de/10006884250