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~person:"Perron, Pierre"
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Statistical test
22
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22
Structural break
14
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10
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10
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10
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Perron, Pierre
Phillips, Peter C. B.
79
Pesaran, M. Hashem
74
Wolf, Michael
63
Dufour, Jean-Marie
61
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59
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58
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51
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44
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40
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38
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38
McAleer, Michael
38
Sentana, Enrique
38
McCracken, Michael W.
37
Rossi, Barbara
37
Bera, Anil K.
36
Chang, Tsangyao
36
Shi, Xiaoxia
35
Linton, Oliver
34
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32
Sibbertsen, Philipp
31
Gao, Jiti
30
Hanck, Christoph
30
Hsu, Yu-Chin
30
Whang, Yoon-jae
30
Franses, Philip Hans
29
Yamagata, Takashi
29
Canay, Ivan A.
28
Inoue, Atsushi
28
Lee, Sokbae
28
Baltagi, Badi H.
27
Clark, Todd E.
27
Kapetanios, George
27
Petit, Pascale
27
Teräsvirta, Timo
27
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27
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26
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ECONIS (ZBW)
23
RePEc
7
EconStor
2
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1
Pitfalls of two-step
testing
for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometrics : open access journal
7
(
2019
)
2/22
,
pp. 1-11
first step are not correctly accounted for. In doing so, we show that
testing
for changes in the coefficients (or in the …
Persistent link: https://www.econbiz.de/10012025784
Saved in:
2
Testing
for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012583297
Saved in:
3
Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses
Chang, Seong Yeon
;
Perron, Pierre
- In:
Econometrics : open access journal
5
(
2017
)
1
,
pp. 1-26
This paper considers
testing
procedures for the null hypothesis of a unit root process against the alternative of a …
Persistent link: https://www.econbiz.de/10011654059
Saved in:
4
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
5
Pitfalls of two-step
testing
for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometrics
7
(
2019
)
2
,
pp. 1-11
first step are not correctly accounted for. In doing so, we show that
testing
for changes in the coefficients (or in the …
Persistent link: https://www.econbiz.de/10012696237
Saved in:
6
Pitfalls of two step
testing
for changes in the error variance and coefficients of a linear regression model
Perron, Pierre
;
Yamamoto, Yohei
-
2019
Persistent link: https://www.econbiz.de/10012418079
Saved in:
7
Testing
for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
-
2018
Persistent link: https://www.econbiz.de/10011962445
Saved in:
8
Testing
for Shifts in Trend with an Integrated or Stationary Noise Component
Perron, Pierre
-
2018
This paper considers the problem of
testing
for structural changes in the trend function of a univariate time series … the two cases so that a
testing
procedure with nearly the same size in the I(0) and I(1) cases can be obtained. To improve …
Persistent link: https://www.econbiz.de/10012912889
Saved in:
9
Testing
for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
10
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
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