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Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René - In: L' Actualité économique : revue trimest. 74 (1998) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
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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
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The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058