Narrow search
Showing 1 - 10 of 34
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
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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