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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
Deng, Ai; Perron, Pierre - In: Journal of econometrics 142 (2008) 1, pp. 212-240
Persistent link: https://www.econbiz.de/10003608173
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A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
Deng, Ai; Perron, Pierre - In: Journal of econometrics 142 (2008) 1, pp. 212-240
Persistent link: https://www.econbiz.de/10007894512
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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre - In: Journal of econometrics 70 (1996) 2, pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
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Local asymptotic distribution related to the AR (1) model with dependent errors
Nabeya, Seiji - In: Journal of econometrics 62 (1994) 2, pp. 229-264
Persistent link: https://www.econbiz.de/10001162301
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GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena - In: Journal of econometrics 79 (1997) 1, pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
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Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Hou, Jie; Perron, Pierre - In: Journal of econometrics 182 (2014) 2, pp. 309-328
Persistent link: https://www.econbiz.de/10010497755
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Estimating restricted structural change models
Perron, Pierre; Qu, Zhongjun - In: Journal of econometrics 134 (2006) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003374322
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Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa; Perron, Pierre - In: Journal of econometrics 148 (2009) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003813076
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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212