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The exact error in estimating the spectral density at the origin
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512725
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Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001512729
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Searching for additive outliers in nonstationary time series
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459085
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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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Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.; Perron, Pierre - 1991 - Rev
Persistent link: https://www.econbiz.de/10000831368
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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
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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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An analysis of the real interest rate under regime shifts
Garcia, René; Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809705