Browsen in EconStor gesamt nach Autor:innen Perron, Pierre
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Erscheinungsjahr | Titel | Autor:innen |
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 |