Narrow search
Showing 1 - 10 of 35
Cover Image
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/10008109084
Cover Image
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. 59-74
Persistent link: https://www.econbiz.de/10008881136
Cover Image
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
Cover Image
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
Cover Image
Structural breaks with deterministic and stochastic trends
Perron, Pierre; Zhu, Xiaokang - In: Journal of econometrics 129 (2005) 1, pp. 65-120
Persistent link: https://www.econbiz.de/10006750360
Cover Image
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - In: Journal of econometrics 80 (1997) 2, pp. 355-386
Persistent link: https://www.econbiz.de/10006791455
Cover Image
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena; Perron, Pierre - In: Journal of econometrics 79 (1997) 1, pp. 53-82
Persistent link: https://www.econbiz.de/10006792631
Cover Image
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/10006794788
Cover Image
The effect of linear filters on dynamic time series with structural change
Ghysels, Eric; Perron, Pierre - In: Journal of econometrics 70 (1996) 1, pp. 69-98
Persistent link: https://www.econbiz.de/10006794815
Cover Image
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - In: Journal of econometrics 55 (1993) 1-2, pp. 57-98
Persistent link: https://www.econbiz.de/10006805339