Narrow search
Showing 1 - 10 of 711
Cover Image
An analysis of the real interest rate under regime shifts
Garcia, René; Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809705
Cover Image
Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
Cover Image
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
Cover Image
A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre - 1991
Persistent link: https://www.econbiz.de/10000831361
Cover Image
Testing for a unit root in a time series with a changing mean
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787067
Cover Image
Test consistency with varying sampling frequency
Perron, Pierre - 1989 - Rev
Persistent link: https://www.econbiz.de/10000787072
Cover Image
The adequacy of limiting distributions in the AR(1) model with dependent errors
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803463
Cover Image
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre - 1990 - Rev
Persistent link: https://www.econbiz.de/10000803464
Cover Image
The limiting distribution of the least squares estimator in nearly integrated seasonal models
Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809706
Cover Image
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