The following pages link to Pierre Perron (Q265104):
Displayed 50 items.
- Structural breaks with deterministic and stochastic trends (Q265106) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
- Item:Q265104 (redirect page) (← links)
- Testing the random walk hypothesis: power versus frequency of observation (Q375146) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- The effect of seasonal adjustment filters on tests for a unit root (with discussion) (Q1203074) (← links)
- Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← links)
- A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- The effect of linear filters on dynamic time series with structural change (Q1906288) (← links)
- The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (Q1907605) (← links)
- A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806) (← links)
- Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures (Q2280606) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations (Q2511800) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Asymptotic approximations in the near‐integrated model with a non‐zero initial condition (Q2772845) (← links)
- Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
- Improved Tests for Forecast Comparisons in the Presence of Instabilities (Q2817311) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS (Q2878815) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices (Q3160947) (← links)
- A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept (Q3361763) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* (Q3440785) (← links)
- THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS (Q3632401) (← links)
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
- Testing for a unit root in time series regression (Q3787332) (← links)
- The limiting distribution of the least‐squares estimator in nearly integrated seasonal models (Q4021166) (← links)
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) (Q4414345) (← links)
- Critical values for multiple structural change tests (Q4439299) (← links)
- Estimating and Testing Linear Models with Multiple Structural Changes (Q4530902) (← links)
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (Q4531042) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN (Q4715708) (← links)
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (Q4733272) (← links)
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (Q4836989) (← links)