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The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
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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. 239-245
Persistent link: https://www.econbiz.de/10001786918
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Unit roots and structural breaks
Perron, Pierre - In: Econometrics : open access journal 5 (2017) 2, pp. 1-3
Persistent link: https://www.econbiz.de/10011654429
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Residual based tests for cointegration with GLS detrended data
Perron, Pierre; Rodriguez, Gabriel - 2000
Persistent link: https://www.econbiz.de/10001459082
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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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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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Lag length selection and the construction of unit root tests with good size and power
Ng, Serena; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
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PPP may not hold afterall : a further investigation
Ng, Serena (contributor); Perron, Pierre (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650959
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PPP may not hold afterall : a further investigation
Ng, Serena; Perron, Pierre - In: Annals of economics and finance 3 (2002) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001731872