Narrow search
Showing 1 - 10 of 16
Cover Image
Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
Cover Image
Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
Cover Image
Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
Cover Image
Testing for a unit root in a time series with a changing mean
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 153-162
Persistent link: https://www.econbiz.de/10001086821
Cover Image
Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.; Perron, Pierre - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831368
Cover Image
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
Cover Image
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
Cover Image
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
Cover Image
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre - In: Revista de econometria 13 (1993) 2, pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
Cover Image
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001126535