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The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre; Yamamoto, Yohei - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
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On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre; Yamamoto, Yohei - 2012
Persistent link: https://www.econbiz.de/10009666607
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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
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Testing for changes in forecasting performance
Perron, Pierre; Yamamoto, Yohei - 2018
Persistent link: https://www.econbiz.de/10011962445
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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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Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
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Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
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Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464
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Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre - In: Economic behaviour and policy choice under price …, (pp. 235-291). 1994
Persistent link: https://www.econbiz.de/10001292224
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Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre - In: Journal of economic dynamics & control 12 (1988) 2, pp. 199-607
Persistent link: https://www.econbiz.de/10001269091