Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Pierre Perron
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
Unresolved referenced work
1972
Recursive and sequential tests of the unit root and trend break hypothesis: theory and international evidence
10.2307/1391542 · 1992
Unresolved referenced work
1968
Unresolved referenced work
1991
International evidence on the persistence of economic fluctuations
10.1016/0304-3932(89)90054-8 · 1989
Searching for breaks in GNP
10.2307/1391540 · 1992
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979
Monetary trends in the United States and the United Kingdom: their relation to income, prices and interest rates
1982
Residual-based tests for cointegration in models with regime shifts
10.1016/0304-4076(69)41685-7 · 1996
Testing for a unit root in time series with pretest data based model selection
10.2307/1392214 · 1994
Trends and random walks in macroeconomic time series
10.1016/0304-3932(82)90012-5 · 1982
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
10.2307/2291151 · 1995
Unresolved referenced work
1978
The Great Crash, the oil price shock and the unit root hypothesis
10.2307/1913712 · 1989
Test consistency with varying sampling frequency
10.1017/s0266466600004503 · 1991
Trend, unit root and structural change in macroeconomic time series
1994
Nonstationarity and level shifts with an application to purchasing power parity
10.2307/1391544 · 1992
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
1993
The Great Crash, the oil price shock and the unit root hypothesis: Erratum
10.2307/2951792 · 1993
Unresolved referenced work
1986
Testing for unit roots in autoregressive — moving average models of unknown order
10.1093/biomet/71.3.599 · 1984
Unresolved referenced work
1993
Unresolved referenced work
1994
Further evidence on the Great Crash, the oil price shock and the unit root hypothesis
10.2307/1391541 · 1992
No additional external references are available.