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The exact error in estimating the spectral density at the origin
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512725
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Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512729
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Estimating and testing linear models with multiple structural changes
Bai, Jushan; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001513164
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A look at the quality of the approximation of the functional central limit theorem
Perron, Pierre; Mallet, Sylvie - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10001499193
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Residual based tests for cointegration with GLS detrended data
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459082
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Searching for additive outliers in nonstationary time series
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459085
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A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831361
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Local asymptotic distributions related to the AR(1) model with dependent errors
Nabeya, Seiji; Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831363
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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.; Perron, Pierre - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831368
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre; Vogelsang, Timothy J. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831369