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Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.
Perron, P.; Ng, S. - Centre Interuniversitaire de Recherche en Économie … - 1994
Persistent link: https://www.econbiz.de/10005545605
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TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED.
PERRON, P. - Econometrics Research Program, Department of Economics - 1988
Persistent link: https://www.econbiz.de/10005661032
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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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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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FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES.
PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005625470
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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