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An analysis of the real interest rate under regime shifts
Garcia, René; Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809705
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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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Testing fractional integration with monthly data
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001400842
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A note on Johansen's cointegration procedure when trends are present
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J. - In: International economic review 39 (1998) 4, pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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Semiparametric estimation of the fractional differencing parameter in the UK industrial production index
Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001373099
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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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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data
Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10001356107