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The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10010063416
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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
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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