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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
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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
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Estimating and Testing Linear Models with Multiple Structural Changes
Bai, Jushan; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10006790052
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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
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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
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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
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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
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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
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A Note on the Selection of Time Series Models
Ng, Serena; Perron, Pierre - In: Oxford bulletin of economics and statistics 67 (2005) 1, pp. 115
Persistent link: https://www.econbiz.de/10006422890