Pierre Perron
Cited by
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Testing for a unit root in time series regression
PCB Phillips, P Perron
Biometrika 75 (2), 335-346, 1988
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
P Perron
Econometrica: Journal of the Econometric Society, 1989 57, 1361-1401, 1989
Estimating and testing linear models with multiple structural changes
J Bai, P Perron
Econometrica, 47-78, 1998
Computation and analysis of multiple structural change models
J Bai, P Perron
Journal of applied econometrics 18 (1), 1-22, 2003
Lag length selection and the construction of unit root tests with good size and power
S Ng, P Perron
Econometrica 69 (6), 1519-1554, 2001
Further evidence on breaking trend functions in macroeconomic variables
P Perron
Journal of econometrics 80 (2), 355-385, 1997
Pitfalls and opportunities: what macroeconomists should know about unit roots
JY Campbell, P Perron
NBER macroeconomics annual 6, 141-201, 1991
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
S Ng, P Perron
Journal of the American Statistical Association 90 (429), 268-281, 1995
Testing for a unit root in a time series with a changing mean
P Perron
Journal of Business & Economic Statistics 8 (2), 153-162, 1990
Trends and random walks in macroeconomic time series: Further evidence from a new approach
P Perron
Journal of economic dynamics and control 12 (2-3), 297-332, 1988
Nonstationarity and level shifts with an application to purchasing power parity
P Perron, TJ Vogelsang
Journal of business & economic statistics 10 (3), 301-320, 1992
Dealing with structural breaks
P Perron
Palgrave handbook of econometrics 1 (2), 278-352, 2006
Critical values for multiple structural change tests
J Bai, P Perron
The Econometrics Journal 6 (1), 72-78, 2003
An analysis of the real interest rate under regime shifts
R Garcia, P Perron
Review of Economics and Statistics 78, 111-125, 1996
Additional tests for a unit root allowing for a break in the trend function at an unknown time
TJ Vogelsang, P Perron
International economic review, 1073-1100, 1998
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
P Perron, S Ng
The Review of Economic Studies 63 (3), 435-463, 1996
Testing the random walk hypothesis: Power versus frequency of observation
RJ Shiller, P Perron
Economics Letters 18, 381-386, 1985
Trend, unit root and structural change in macroeconomic time series
P Perron
Cointegration for the Applied Economist, 113-146, 1994
Estimating and testing structural changes in multivariate regressions
Z Qu, P Perron
Econometrica 75 (2), 459-502, 2007
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
JL Carrion-i-Silvestre, D Kim, P Perron
Econometric theory 25 (6), 1754-1792, 2009
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