Perron, Pierre
Perron, Pierre, 1959-....
Perron, P.
Pierre Perron Canadian econometrician
VIAF ID: 276020116 ( Personal )
Permalink: http://viaf.org/viaf/276020116
Preferred Forms
- 100 1 _ ‡a Perron, P.
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- 100 1 _ ‡a Perron, Pierre
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- 100 1 _ ‡a Perron, Pierre ‡d 1959-
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- 100 1 0 ‡a Perron, Pierre, ‡d 1959-
- 100 1 _ ‡a Perron, Pierre, ‡d 1959-....
- 100 0 _ ‡a Pierre Perron ‡c Canadian econometrician
4xx's: Alternate Name Forms (11)
5xx's: Related Names (3)
- 510 2 _ ‡a Boston University ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Centre de Recherche en Développement Économique ‡g Montréal ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université de Montréal ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Additional tests for a unit root allowing for a break in the trend function at an unknown time | |
An Analysis of the real interest rate under regime shifts | |
Approximations to some exact distributions in the first order autoregressive model with dependent errors | |
Asymptotic approximations in the near-integrated model with a non-zero initial condition | |
Au roi | |
An autoregressive spectral density estimator at frequency zero for nonstationarity tests | |
The Calculation of the limiting distribution of the least squares estimator in a near-integrated model | |
Does GNP have a unit root? : a reevaluation | |
The effect of linear filters on dynamic time series with structural change | |
The Effect of seasonal adjustment filters on tests for a unit root | |
Estimating and testing linear models with multiple structural changes | |
Estimation and inference in nearly unbalanced, nearly cointegrated systems | |
The evolution of poverty in Canada, 1970-1985 | |
The exact error in estimating the spectral density at the origin | |
The FCLT with dependent errors : an helicopter tour of the quality of the approximation | |
Further evidence on breaking trend functions in macroeconomic variables | |
GLS detrending, efficient unit root tests and structural change | |
The Great crash, the oil price shock and the unit root hypothesis | |
Methodology in economics : the logic of appraisal | |
Observations particulières sur le commerce du Levant avec Marseille. | |
The perceptual alchemist : how to thrive with adversity to transform your miss-fortunes into opportunities | |
Pitfalls and opportunities : what macroeconomists should know about unit roots | |
Racines unitaires en macroéconomie : le cas d'une variable | |
Residual based tests for cointegration with GLS detrended data | |
Sampling interval and estimated betas : implications for the presence of transitory components in stock prices | |
Searching for additive outliers in nonstationary time series | |
Test consistency with varying sampling frequency | |
A Test for changes in a polynomial trend function for a dynamic time series | |
Testing for shifts in trend with an integrated or stationary noise component | |
Testing the random walk hypothesis, 1985: | |
Tests of joint hypotheses for time series regression with a unit root | |
Time series econometrics | |
Unit root tests in arma models with data dependent methods for the selection of the truncation lag | |
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties |