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Disambiguation of "Perron, Pierre"

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Structural breaks with deterministic and stochastic trends

, and . Journal of Econometrics, 129 (1-2): 65--119 (00 2005)

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Rolf Perron

Louis Perron

Walter Perron

Susanne Perron

Hadrien Perron

 

Other publications of authors with the same name

A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change, and . Journal of Econometrics, 142 (1): 212--240 (January 2008)Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors, and . Econometric Reviews, 14 (4): 421--457 (1995)SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*, and . Journal of Time Series Analysis, 24 (2): 193--220 (60 03 2003)doi: 10.1111/1467-9892.00303.Estimating and Testing Structural Changes in Multivariate Regressions, and . Econometrica, 75 (2): 459--502 (60 03 2007)doi: 10.1111/j.1468-0262.2006.00754.x.Structural breaks with deterministic and stochastic trends, and . Journal of Econometrics, 129 (1-2): 65--119 (00 2005)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power, and . Econometrica, 69 (6): 1519--1554 (305 11 2001)doi: 10.1111/1468-0262.00256.Trends and random walks in macroeconomic time series : Further evidence from a new approach. Journal of Economic Dynamics and Control, 12 (2-3): 297--332 (00 1988)The effect of seasonal adjustment filters on tests for a unit root, and . Journal of Econometrics, 55 (1-2): 57--98 (00 1993)Does GNP have a unit root? : A re-evaluation, and . Economics Letters, 23 (2): 139--145 (1987)Testing the random walk hypothesis : Power versus frequency of observation, and . Economics Letters, 18 (4): 381--386 (1985)