Browsing All of EconStor by Author Perron, Pierre
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 1995 | Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data | Perron, Pierre; Cati, Regina; Garcia, Marcio Gomes Pinto |
| 2012 | Memory parameter estimation in the presence of level shifts and deterministic trends | McCloskey, Adam; Perron, Pierre |
| 2017 | Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses | Chang, Seong Yeon; Perron, Pierre |
| 2017 | Unit roots and structural breaks | Perron, Pierre |
| 2018 | Unit roots and structural breaks | Perron, Pierre |
| 2019 | Pitfalls of two-step testing for changes in the error variance and coefficients of a linear regression model | Perron, Pierre; Yamamoto, Yohei |
| 2020 | Temporal aggregation and long memory for asset price volatility | Perron, Pierre; Shi, Wendong |
| 2020 | Testing jointly for structural changes in the error variance and coefficients of a linear regression model | Perron, Pierre; Yamamoto, Yohei; Zhou, Jing |
