Pierre Perron : Citation Profile

Are you Pierre Perron?

Boston University

37

H index

70

i10 index

18689

Citations

RESEARCH PRODUCTION:

102

Articles

182

Papers

2

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   37 years (1984 - 2021). See details.
   Cites by year: 505
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 895.    Total self citations: 153 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe32
   Updated: 2021-09-18    RAS profile: 2021-09-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Yamamoto, Yohei (11)

Estrada, Francisco (7)

Oka, Tatsushi (6)

Casini, Alessandro (4)

Kim, Dukpa (3)

Shintani, Mototsugu (2)

Yabu, Tomoyoshi (2)

Martins, Luis (2)

Chang, Seong Yeon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron.

Is cited by:

GUPTA, RANGAN (320)

Gil-Alana, Luis (222)

Shahbaz, Muhammad (214)

Taylor, Robert (190)

Leybourne, Stephen (168)

Harvey, David (163)

Esteve, Vicente (156)

Tamarit, Cecilio (153)

Rodríguez, Gabriel (146)

Balcilar, Mehmet (138)

Chang, Tsangyao (134)

Cites to:

Bai, Jushan (106)

Andrews, Donald (95)

Qu, Zhongjun (61)

Phillips, Peter (57)

Campbell, John (48)

Stock, James (46)

Vogelsang, Timothy (42)

Ng, Serena (38)

Ploberger, Werner (38)

Granger, Clive (38)

Engle, Robert (37)

Main data

Where Pierre Perron has published?

Journals with more than one article published# docs
Journal of Econometrics18
Econometric Theory12
Journal of Time Series Analysis8
Journal of Business & Economic Statistics6
Econometrica6
Economics Letters5
Econometrics Journal4
Econometric Reviews4
Econometrics3
Journal of Empirical Finance3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics2
Journal of Applied Econometrics2
L'Actualit Economique2
Empirical Economics2
Applied Economics2
Revista Economa2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics87
Papers / arXiv.org10
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Boston College Working Papers in Economics / Boston College Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Working Papers / University of Ottawa, Department of Economics2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2

Recent works citing Pierre Perron (2021 and 2020)

YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

Full description at Econpapers || Download paper

2020A statistical model of the global carbon budget. (2020). Koopman, Siem Jan ; Bennedsen, Mikkel ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-18.

Full description at Econpapers || Download paper

2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2020Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models ???? ???????? ? ???? ???????? ?? ????? ??????? ????????? ???????? ?????????: ???. (2020). Rather, Sajad Ahmad ; Dar, Shafkat Shafi ; Sheikh, Safika Praveen. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:33:y:2020:i:1:no:3:p:35-55.

Full description at Econpapers || Download paper

2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Fagbemi, Fisayo ; Oladejo, Babafemi ; Adeosun, Opeoluwa A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099.

Full description at Econpapers || Download paper

2020Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Lin, Ying ; Thompson, Henry. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03.

Full description at Econpapers || Download paper

2020Exploring the geographical bias of manufactured exports in MERCOSUR. (2020). González, Germán ; Gonzalez, German ; Fioriti, Andres ; Delbianco, Fernando. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4339.

Full description at Econpapers || Download paper

2020Board-related corporate governance practices and performance of Argentine banks. (2020). Narvaez, Marcos ; Jullier, Juan ; Carlevaro, Emiliano A ; Dutto, Martin Leandro. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4340.

Full description at Econpapers || Download paper

2021Trend, Cycles and Chance. (2021). DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:05-21.

Full description at Econpapers || Download paper

2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099.

Full description at Econpapers || Download paper

2020Quantifying the U.S. Market Response to the African Swine Fever Outbreak in China. (2020). Schulz, Lee ; Pudenz, Christopher C. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304298.

Full description at Econpapers || Download paper

2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

Full description at Econpapers || Download paper

2020LIVESTOCK MARKET INTEGRATION AND PRICE DYNAMICS IN THE UNITED STATES. (2020). Palash, Salauddin M ; Monayem, M A ; Akter, Morsalina ; Rahman, Kazi Tamim. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304092.

Full description at Econpapers || Download paper

2020Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769.

Full description at Econpapers || Download paper

2020Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268.

Full description at Econpapers || Download paper

2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

Full description at Econpapers || Download paper

2020Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

Full description at Econpapers || Download paper

2021Response surfaces for DF-GLS p-values. (2021). Cottrell, Allin. In: gretl working papers. RePEc:anc:wgretl:8.

Full description at Econpapers || Download paper

2021“Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106.

Full description at Econpapers || Download paper

2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

Full description at Econpapers || Download paper

2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

Full description at Econpapers || Download paper

2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

Full description at Econpapers || Download paper

2020Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (2019). Smeekes, Stephan ; Mahieu, Emmanuel ; Lejeune, Bernard ; Franco, Bruno ; Bader, Whitney ; Urbain, Jean-Pierre ; Reuvers, Hanno ; Beutner, Eric ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1903.05403.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

Full description at Econpapers || Download paper

2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

Full description at Econpapers || Download paper

2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

Full description at Econpapers || Download paper

2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

Full description at Econpapers || Download paper

2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

Full description at Econpapers || Download paper

2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

Full description at Econpapers || Download paper

2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

Full description at Econpapers || Download paper

2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

Full description at Econpapers || Download paper

2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

Full description at Econpapers || Download paper

2020Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343.

Full description at Econpapers || Download paper

2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

Full description at Econpapers || Download paper

2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

Full description at Econpapers || Download paper

2020A note on the impact of news on US household inflation expectations. (2020). Chao, Shih-Kang ; Truck, Stefan ; Sheen, Jeffrey ; Wang, Ben Zhe ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2009.11557.

Full description at Econpapers || Download paper

2020Interpretable Neural Networks for Panel Data Analysis in Economics. (2020). , Weinan ; Zheng, Zhong ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05311.

Full description at Econpapers || Download paper

2020Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation. (2020). Daizadeh, Iraj. In: Papers. RePEc:arx:papers:2012.10400.

Full description at Econpapers || Download paper

2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

Full description at Econpapers || Download paper

2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

Full description at Econpapers || Download paper

2021Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562.

Full description at Econpapers || Download paper

2021Rapid detection of fast innovation under the pressure of COVID-19. (2021). Bonaccorsi, Andrea ; Melluso, Nicola ; Chiarello, Filippo ; Fantoni, Gualtiero. In: Papers. RePEc:arx:papers:2102.00197.

Full description at Econpapers || Download paper

2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

Full description at Econpapers || Download paper

2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

Full description at Econpapers || Download paper

2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

Full description at Econpapers || Download paper

2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2021On Spurious Causality, CO2, and Global Temperature. (2021). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.10605.

Full description at Econpapers || Download paper

2021Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.10455.

Full description at Econpapers || Download paper

2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

Full description at Econpapers || Download paper

2020Growth Transitions in India: Myth and Reality. (2020). Parameswaran, M ; Das, Mausumi ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:39.

Full description at Econpapers || Download paper

2020Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168.

Full description at Econpapers || Download paper

2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

Full description at Econpapers || Download paper

2020Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53.

Full description at Econpapers || Download paper

2021Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1.

Full description at Econpapers || Download paper

2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

Full description at Econpapers || Download paper

2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

Full description at Econpapers || Download paper

2021Are neutral and investment-specific technology shocks correlated?. (2021). Moura, Alban. In: BCL working papers. RePEc:bcl:bclwop:bclwp152.

Full description at Econpapers || Download paper

2021Inflation expectations in the euro area: indicators, analyses and models used at Banca d’Italia. (2021). Zizza, Roberta ; Tagliabracci, Alex ; Notarpietro, Alessandro ; Fantino, Davide ; Tiseno, Andrea ; Riggi, Marianna ; Cecchetti, Sara. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_612_21.

Full description at Econpapers || Download paper

2021De-anchored long-term inflation expectations in a low growth, low rate environment. (2021). Tagliabracci, Alex ; Corsello, Francesco ; Neri, Stefano ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_624_21.

Full description at Econpapers || Download paper

2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

Full description at Econpapers || Download paper

2020The NAIRU and Informality in the Mexican Labor Market. (2020). Alcaraz Pribaz, Carlo ; Rodriguez-Perez, Cid Alonso ; Ramirez, Claudia ; Aguilar-Argaez, Ana Maria . In: Working Papers. RePEc:bdm:wpaper:2020-09.

Full description at Econpapers || Download paper

2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

Full description at Econpapers || Download paper

2021ARE FISCAL DEFICITS INFLATIONARY IN NIGERIA? NEW EVIDENCE FROM BOUNDS TESTING TO COINTEGRATION WITH STRUCTURAL BREAKS. (2021). Adetokunbo, Abiodun ; Fajobi, Ayinke ; Fasanya, Ismail O. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:228:p:123-148.

Full description at Econpapers || Download paper

2020Imported or Home Grown? The 1992-3 EMS Crisis. (2020). Alain, Naef ; Barry, Eichengreen. In: Working papers. RePEc:bfr:banfra:793.

Full description at Econpapers || Download paper

2020Macroeconomic volatility, monetary union, and external exposure: evidence from five Eurozone members. (2020). Hegerty, Scott. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:2:p:117-138.

Full description at Econpapers || Download paper

2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

Full description at Econpapers || Download paper

2021Panel Unit Root Tests with Structural Breaks. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Chen, Pengyu. In: Discussion Papers. RePEc:bir:birmec:21-12.

Full description at Econpapers || Download paper

2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

Full description at Econpapers || Download paper

2020Have the driving forces of inflation changed in advanced and emerging market economies?. (2020). Kamber, Gunes ; Mohanty, Madhu Sudan ; Morley, James. In: BIS Working Papers. RePEc:bis:biswps:896.

Full description at Econpapers || Download paper

2020The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937.

Full description at Econpapers || Download paper

2020A Markov‐switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79.

Full description at Econpapers || Download paper

2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

Full description at Econpapers || Download paper

2020Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49.

Full description at Econpapers || Download paper

2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

Full description at Econpapers || Download paper

2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

Full description at Econpapers || Download paper

2021The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

Full description at Econpapers || Download paper

2021Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Amezcua, Alejandro Villagomez ; Hernandezroman, Luis G ; VentosaSantaularia, Daniel . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

Full description at Econpapers || Download paper

2021Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable. (2021). Lee, Dongjin. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:212-229.

Full description at Econpapers || Download paper

2021Structural Changes in the Renminbi Exchange Rate Mechanism. (2021). Qian, Junhui ; Su, Guanyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:2:p:1-23.

Full description at Econpapers || Download paper

2020EVOLUTION OF COMMUNITY DETERRENCE: EVIDENCE FROM THE NATIONAL HOCKEY LEAGUE. (2020). Strazicich, Mark ; Groothuis, Peter ; Depken, Craig A. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:289-303.

Full description at Econpapers || Download paper

2020External Financial Liberalization and Macroeconomic Performance in Emerging Countries: An Empirical Evaluation of the Brazilian Case. (2020). Prates, Daniela Magalhes ; Cunha, Andre Moreira ; da Silva, Pedro Perfeito. In: Development and Change. RePEc:bla:devchg:v:51:y:2020:i:5:p:1225-1245.

Full description at Econpapers || Download paper

2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

Full description at Econpapers || Download paper

2020A silver transformation: Chinese monetary integration in times of political disintegration, 1898–1933. (2020). Zhao, Liuyan ; Ma, Debin. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:513-539.

Full description at Econpapers || Download paper

2020Integration in European coal markets, 1833–1913. (2020). Silvestre, Javier ; Murray, John E. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:3:p:668-702.

Full description at Econpapers || Download paper

2020Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. (2020). Prasanna, Krishna ; Kshatriya, Saranya. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:581-604.

Full description at Econpapers || Download paper

2020Competitive Storage, Biofuels and the Corn Price. (2020). Mugera, Harriet Kasidi ; Gilbert, Christopher L. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:2:p:384-411.

Full description at Econpapers || Download paper

2020A novel regularized approach for functional data clustering: an application to milking kinetics in dairy goats. (2020). Sansonnet, L ; Martin, O ; Levyleduc, C ; Lebarbier, E ; Denis, C. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:3:p:623-640.

Full description at Econpapers || Download paper

2020Fault isolation for a complex decentralized waste water treatment facility. (2020). Newhart, Kathryn B ; Klanderman, Molly C ; Hering, Amanda S ; Cath, Tzahi Y. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:4:p:931-951.

Full description at Econpapers || Download paper

2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

Full description at Econpapers || Download paper

2020Urban commuting behavior and time allocation among women: Evidence from US metropolitan areas. (2020). Sakanishi, Akiko. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:12:y:2020:i:2:p:349-363.

Full description at Econpapers || Download paper

2020Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522.

Full description at Econpapers || Download paper

2020Ongoing Debate Between Foreign Aid and Economic Growth in Nigeria: A Wavelet Analysis. (2020). Kalmaz, Demet Beton ; Adebayo, Tomiwa Sunday. In: Social Science Quarterly. RePEc:bla:socsci:v:101:y:2020:i:5:p:2032-2051.

Full description at Econpapers || Download paper

2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

Full description at Econpapers || Download paper

2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

Full description at Econpapers || Download paper

2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

Full description at Econpapers || Download paper

2021The Housing Market in Israel: Long-Run Equilibrium and Short-Run Dynamics. (2021). Yakhin, Yossi ; Gamrasni, Inon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.08.

Full description at Econpapers || Download paper

2020The Middle Income Trap: Theory and Empirical Evidence. (2020). Topal, Mehmet Hanefi. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:1:p:51-75.

Full description at Econpapers || Download paper

2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Pierre Perron is editor of

Journal
Econometrics Journal
Econometrics Journal

Works by Pierre Perron:

YearTitleTypeCited
2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
2015Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2017Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2017) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper11
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
[Full Text][Citation analysis]		paper0
2020Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Continuous Record Asymptotics for Structural Change Models In: Papers.
[Full Text][Citation analysis]		paper1
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
[Full Text][Citation analysis]		paper2
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2018Structural Breaks in Time Series In: Papers.
[Full Text][Citation analysis]		paper13
2018Structural Breaks in Time Series.(2018) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
[Full Text][Citation analysis]		paper1
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings In: Papers.
[Full Text][Citation analysis]		paper0
2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference In: Papers.
[Full Text][Citation analysis]		paper0
2021Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity In: Papers.
[Full Text][Citation analysis]		paper0
2021Change-Point Analysis of Time Series with Evolutionary Spectra In: Papers.
[Full Text][Citation analysis]		paper0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article578
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 578		paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article130
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article160
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 160		paper
2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 160		paper
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article90
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 90		paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article130
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 130		paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 130		paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130		paper
1990Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics.
[Citation analysis]		article462
1989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 462		paper
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 5		paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article49
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 49		paper
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article80
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 80		paper
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80		paper
2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2013Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2013) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2015Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article12
2017Extracting and analyzing the warming trend in global and hemispheric temperatures.(2017) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2020Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper1974
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 1974		article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper197
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		article
2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper41
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper86
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 86		paper
2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86		article
2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper72
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 72		paper
2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 72		paper
2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		article
2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper27
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 27		paper
2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper27
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper109
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper16
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper26
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 26		paper
2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2006Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper165
2009Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165		article
2006Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper10
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper59
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		article
2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper26
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2008Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2019Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model.(2020) In: Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper44
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		article
2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2007GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper11
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper24
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance.(2011) In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper4
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2011A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper26
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		article
2011A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper13
2014A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS.(2014) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2011Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper3
2013Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices.(2013) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
1998Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2013Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2012Statistical evidence about human influence on the climate system In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2012Breaks, trends and the attribution of climate change: a time-series analysis In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper5
2013Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2001Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper8
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2013Statistically-derived contributions of diverse human influences to 20th century temperature changes In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper24
2013Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper20
2014Forecasting return volatility: Level shifts with varying jump probability and mean reversion.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2013A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper7
2015A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models.(2018) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2014Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper8
2015Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Measuring business cycles with structural breaks and outliers: Applications to international data.(2016) In: Research in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2014Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2015Forecasting in the presence of in and out of sample breaks In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2018Forecasting in the presence of in and out of sample breaks.(2018) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Inference on Locally Ordered Breaks in Multiple Regressions In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper2
2017Inference on locally ordered breaks in multiple regressions.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2015Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper31
2000Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 31		paper
2017Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper2
2018Testing for Changes in Forecasting Performance In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2019Testing for Changes in Forecasting Performance.(2019) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Testing for Changes in Forecasting Performance.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Testing for Changes in Forecasting Performance.(2021) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2020The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2019The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence.(2019) In: Discussion paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2020A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Continuous Record Asymptotics for Change-Point Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper0
1995An Analysis of the Real Interest Rate Under Regime Shifts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper389
1990AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS..(1990) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 389		paper
1991An analysis of Real Interest Rate Under Regime Shifts..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 389		paper
1994An Analysis of the Real Interest rate Under Regime Shifts..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 389		paper
1991An analysis of Real Interest Rate Under Regime Shifts..(1991) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 389		paper
1994An Analysis of the Real Interest rate Under Regime Shifts..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 389		paper
1996An Analysis of the Real Interest Rate under Regime Shifts..(1996) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 389		article
2002PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article18
2002PPP May not Hold Afterall: A Further Investigation.(2002) In: CEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2001PPP May not Hold After all: A Further Investigation.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
1998AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article29
1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
1996An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests..(1996) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 29		paper
2005THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK In: Econometric Theory.
[Full Text][Citation analysis]		article5
2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory.
[Full Text][Citation analysis]		article147
2013WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory.
[Full Text][Citation analysis]		article22
2009Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
1989The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model In: Econometric Theory.
[Full Text][Citation analysis]		article18
1987The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model..(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 18		paper
1991A Continuous Time Approximation to the Stationary First-Order Autoregressive Model In: Econometric Theory.
[Full Text][Citation analysis]		article4
1991Test Consistency with Varying Sampling Frequency In: Econometric Theory.
[Full Text][Citation analysis]		article35
1989TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY..(1989) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
1987Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
1984Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper252
1985Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252		article
1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252		paper
1987Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1376
1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica.
[Full Text][Citation analysis]		article2963
1988THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS..(1988) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 2963		paper
1991A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept. In: Econometrica.
[Full Text][Citation analysis]		article15
1988A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT..(1988) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
1993Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]. In: Econometrica.
[Full Text][Citation analysis]		article29
1998Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica.
[Citation analysis]		article2540
1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2540		paper
1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 2540		paper
2001Asymptotic approximations in the near-integrated model with a non-zero initial condition In: Econometrics Journal.
[Citation analysis]		article1
1998Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2003Critical values for multiple structural change tests In: Econometrics Journal.
[Full Text][Citation analysis]		article295
1988Trends and random walks in macroeconomic time series : Further evidence from a new approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article339
1986Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach.(1986) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 339		paper
2012A note on estimating a structural change in persistence In: Economics Letters.
[Full Text][Citation analysis]		article2
1987Does GNP have a unit root? : A re-evaluation In: Economics Letters.
[Full Text][Citation analysis]		article44
1986Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 44		paper
2000A look at the quality of the approximation of the functional central limit theorem In: Economics Letters.
[Full Text][Citation analysis]		article0
2003GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics.
[Full Text][Citation analysis]		article93
1998GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		paper
2005Structural breaks with deterministic and stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article94
2006Estimating restricted structural change models In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
2014Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
1993The effect of seasonal adjustment filters on tests for a unit root In: Journal of Econometrics.
[Full Text][Citation analysis]		article85
1990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT..(1990) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 85		paper
1990The Effect of Seasonal Adjustment Filters on Test for Unit Root..(1990) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 85		paper
1990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT..(1990) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 85		paper
1994Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
1991Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors..(1991) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 21		paper
1996The effect of linear filters on dynamic time series with structural change In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
1994The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1994The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 19		paper
1996The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
1994The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1994The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
1997Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 34		paper
1997Further evidence on breaking trend functions in macroeconomic variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article942
1990FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES..(1990) In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]
This paper has another version. Agregated cites: 942		paper
1994Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 942		paper
1994Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 942		paper
2004Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
1988TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper8
1990THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper0
1990THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper1
1991Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper832
1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 832		paper
1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 832		chapter
1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 832		paper
1991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series. In: Princeton, Department of Economics - Econometric Research Program.
[Citation analysis]		paper9
2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses In: Econometrics.
[Full Text][Citation analysis]		article3
2017Unit Roots and Structural Breaks In: Econometrics.
[Full Text][Citation analysis]		article2
2019Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model In: Econometrics.
[Full Text][Citation analysis]		article2
2019Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2020Temporal Aggregation and Long Memory for Asset Price Volatility In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]		article1
1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review.
[Citation analysis]		article249
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249		paper
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 249		paper
1999Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article59
2003Computation and analysis of multiple structural change models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2206
1998Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2206		paper
1995Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers.
[Citation analysis]		paper3
1985Methodology in Economics: the Logic of Appraisal In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
1986Tests of Joint Hypotheses for Time Series Regression with a Unit Root In: Cahiers de recherche.
[Full Text][Citation analysis]		paper2
1987The Great Crash, the Oil Prices and the Unit Root Hypothesis. In: Cahiers de recherche.
[Citation analysis]		paper11
1994Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
1994Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper114
1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 114		paper
1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper308
1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 308		paper
1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 308		article
1998The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
1994Trend, Unit Root and Structural Change in Macroeconomic Time Series In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2012GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía.
[Full Text][Citation analysis]		article1
2019 Saltos, tendencias y la atribución del cambio climático: un análisis de series de tiempo In: Revista Economía.
[Full Text][Citation analysis]		article0
2012Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]		paper0
2013A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report In: PLOS ONE.
[Full Text][Citation analysis]		article4
1995Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data In: Textos para discussão.
[Full Text][Citation analysis]		paper0
1992Racines unitaires en macroéconomie : le cas d’une variable In: L'Actualité Economique.
[Full Text][Citation analysis]		article3
1997L’estimation de modèles avec changements structurels multiples In: L'Actualité Economique.
[Full Text][Citation analysis]		article6
1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article3
2005Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper7
1993The HUMP-Shaped Behavior of Macroeconomic Fluctuations. In: Empirical Economics.
[Citation analysis]		article9
1993A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics.
[Citation analysis]		article25
2017Modelling exchange rate volatility with random level shifts In: Applied Economics.
[Full Text][Citation analysis]		article3
2003Comment on Statistical Adequacy and the Testing of Trend Versus Difference Stationarity by Andreou and Spanos (Number 1) In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2011Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives In: Econometrics Journal.
[Full Text][Citation analysis]		article0
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices In: Econometrics Journal.
[Full Text][Citation analysis]		article18
2016Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team