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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre - In: Econometric theory 7 (1991) 2, pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
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The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre - In: Econometric theory 5 (1989) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre; Ng, Serena - In: Econometric theory 14 (1998) 5, pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2012) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10010099083
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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun; Perron, Pierre; Ahn, S.K.; Reinsel, G.C.; … - In: Econometric theory 23 (2007) 4, pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
Carrion-i-Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10008325210
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DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1442
Persistent link: https://www.econbiz.de/10008088968
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THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
Deng, Ai; Perron, Pierre - In: Econometric theory 24 (2008) 3, pp. 809-822
Persistent link: https://www.econbiz.de/10007992753
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ARTICLES - An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
Perron, Pierre; Ng, Serena - In: Econometric theory 14 (1998) 5, pp. 560-603
Persistent link: https://www.econbiz.de/10006991447