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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 LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
Deng, Ai; Perron, Pierre - In: Econometric theory 24 (2008) 3, pp. 809-822
Persistent link: https://www.econbiz.de/10007992753
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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai; Perron, Pierre - In: The econometrics journal 9 (2006) 3, pp. 423-447
Persistent link: https://www.econbiz.de/10007402524
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Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process
Deng, Ai - In: Economics letters 107 (2010) 1, pp. 22-26
Persistent link: https://www.econbiz.de/10008387149
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Approximations to Some Exact Distributions in the First Order Autoregressive Model with Dependent Errors
Nabeya, S.; Perron, P. - In: Econometric reviews 14 (1995) 4, pp. 421-458
Persistent link: https://www.econbiz.de/10006935621
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TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe; Georgiev, Iliyan; Aitchison, J.; … - In: Econometric theory 23 (2007) 6, pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
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Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data
Cati, R.C.; Garcia, M.G.P.; Perron, P. - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10006989751
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A look at the quality of the approximation of the functional central limit theorem
Perron, P.; Mallet, S. - In: Economics letters 68 (2000) 3, pp. 225-234
Persistent link: https://www.econbiz.de/10006779555
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Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre - In: Econometric reviews 22 (2003) 3, pp. 239-246
Persistent link: https://www.econbiz.de/10006884250
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Unit Root Tests in ARMA Models With Data-Dependent Methods for the Selection of the Truncation Lag
Ng, Serena; Perron, Pierre - In: Journal of the American Statistical Association : JASA 90 (1995) 429, pp. 268-281
Persistent link: https://www.econbiz.de/10006634756