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THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS.
PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005474995
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THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS.
PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005661031
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Pitfalls and Opportunities: What Macroeconomics should know about unit roots.
Campbell, J.Y.; Perron, P. - Econometrics Research Program, Department of Economics - 1991
Persistent link: https://www.econbiz.de/10005775996
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Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors.
Nabeya, S.; Perron, P. - Econometrics Research Program, Department of Economics - 1991
Persistent link: https://www.econbiz.de/10005776003
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THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.
GHYSELS, E.; PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005776008
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A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series.
Perron, P. - Econometrics Research Program, Department of Economics - 1991
Persistent link: https://www.econbiz.de/10005625468
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TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN.
PERRON, P. - Econometrics Research Program, Department of Economics - 1989
Persistent link: https://www.econbiz.de/10005625469
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Nonstationary and Level Shifts With An Application To Purchasing Power Parity.
Vogelsang, T.I.; Perron, P. - Econometrics Research Program, Department of Economics - 1991
Persistent link: https://www.econbiz.de/10005625471
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TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY.
PERRON, P. - Econometrics Research Program, Department of Economics - 1989
Persistent link: https://www.econbiz.de/10005625473
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Further Evidence on Breaking Trend Functions in Macroeconomic Variables.
Perron, P. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005729609