36
H index
63
i10 index
17900
Citations
Pierre Perron : Citation Profile
Boston University | RESEARCH PRODUCTION: 92 Articles 167 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1984 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron. | Is cited by:
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Main data
Where Pierre Perron has published?
Recent works citing Pierre Perron (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2018 | Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09. Full description at Econpapers || Download paper | |
| 2018 | Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Ertugrul, Hasan ; Atasoy, Burak Sencer ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:no:7:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات ال. (2017). Atasoy, Burak ; Tekin, Husnu. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:4:p:103-117. Full description at Econpapers || Download paper | |
| 2017 | Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392. Full description at Econpapers || Download paper | |
| 2017 | No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Schularick, Moritz ; Knoll, Katharina. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53. Full description at Econpapers || Download paper | |
| 2017 | The Use of Violence in Illegal Markets: Evidence from Mahogany Trade in the Brazilian Amazon. (2017). Soares, Rodrigo ; Chimeli, Ariaster B. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:9:y:2017:i:4:p:30-57. Full description at Econpapers || Download paper | |
| 2017 | Does Home Production Drive Structural Transformation?. (2017). Moslehi, Solmaz ; Moro, Alessio ; Tanaka, Satoshi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:116-46. Full description at Econpapers || Download paper | |
| 2017 | The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li. Full description at Econpapers || Download paper | |
| 2018 | Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18. Full description at Econpapers || Download paper | |
| 2017 | Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:11-17. Full description at Econpapers || Download paper | |
| 2017 | Financial liberalization and long-run stability of money demand in Nigeria. (2017). Folarin, Oludele ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/018. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2018 | Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case. (2018). Sekmen, Fuat ; Madmarov, Nurbek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:137-166. Full description at Econpapers || Download paper | |
| 2018 | The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2017 | The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186. Full description at Econpapers || Download paper | |
| 2017 | An enquiry into the dynamics of real oil prices: A state space approach. (2017). Hazrana, Jaweriah ; Nazrana, Aaisha . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:197-212. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Saghaian, Sayed H ; Chen, BO ; Walters, Cory G ; Nemati, Mehdi . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258240. Full description at Econpapers || Download paper | |
| 2017 | Price Determination and Margin Volatility in Thinly Traded Commodity Markets: An Application to Major U.S. Field Crops. (2017). Skorbiansky, Sharon Raszap ; Sexton, Richard J ; Saitone, Tina L ; Adjemian, Michael K. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258577. Full description at Econpapers || Download paper | |
| 2018 | Impact of Alfalfa Exports Surge on Dairy and Feed Markets. (2018). Kim, Man-Keun ; Tejeda, Hernan A. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273795. Full description at Econpapers || Download paper | |
| 2018 | Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799. Full description at Econpapers || Download paper | |
| 2017 | The effects of US biofuels policy: A structural break analysis of the WTI pass-through to the corn price. (2017). Gilbert, Christopher L ; Mugera, Harriet K. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258646. Full description at Econpapers || Download paper | |
| 2017 | Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256. Full description at Econpapers || Download paper | |
| 2018 | Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092. Full description at Econpapers || Download paper | |
| 2018 | Some Financial Implications of Global Warming: an Empirical Assessment. (2018). MORANA, CLAUDIO ; Sbrana, Giacomo. In: CSI: Climate and Sustainable Innovation. RePEc:ags:cpaper:268728. Full description at Econpapers || Download paper | |
| 2017 | The impact of index funds on grain futures markets revisited. (2017). Steinhubel, Linda ; Will, Matthias Georg ; Pies, Ingo ; Brummer, Bernhard ; Prehn, Soren. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261428. Full description at Econpapers || Download paper | |
| 2017 | Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732. Full description at Econpapers || Download paper | |
| 2017 | How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587. Full description at Econpapers || Download paper | |
| 2018 | Examining the relationship between biofuel and food crops markets in Brazil. (2018). Silva, E ; Lima, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275883. Full description at Econpapers || Download paper | |
| 2018 | European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934. Full description at Econpapers || Download paper | |
| 2018 | Price Transmission within the Citrus Sector in Brazil: Evidence of Market Inefficiency. (2018). Alam, MJ ; Patino, M ; Gomez, M I. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276976. Full description at Econpapers || Download paper | |
| 2018 | Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129. Full description at Econpapers || Download paper | |
| 2018 | Impact of the Russian agricultural import ban on the Serbian pork exports and domestic price development along the pork value chain. (2018). Duric, I ; Zaric, V ; Glauben, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277201. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2017 | Relationship among Energy, Bioenergy and Agricultural Commodity Prices: Re-Considering Structural Changes. (2017). Nemati, Mehdi . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266426. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609. Full description at Econpapers || Download paper | |
| 2017 | Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model. (2017). Karakoyun, Hulya Deniz ; Yildirim, Nurtac. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264702. Full description at Econpapers || Download paper | |
| 2017 | Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703. Full description at Econpapers || Download paper | |
| 2018 | BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101. Full description at Econpapers || Download paper | |
| 2018 | SOME STYLIZED FACTS ON EXTERNAL SHOCKS AND INFLATION UPSURGE IN BRAZIL, 1951-1985. (2018). Pinkusfeld, Carlos Bastos ; Bielschowsky, Ricardo ; de Medeiros, Julia ; Bastian, Eduardo F. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:25. Full description at Econpapers || Download paper | |
| 2018 | EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL Pierre PerronITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65. Full description at Econpapers || Download paper | |
| 2017 | Causality between Government Expenditure and Government Revenue in Nigeria. (2017). Abdulrasheed, Balogun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:91-98. Full description at Econpapers || Download paper | |
| 2017 | “Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, MarÃa ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710. Full description at Econpapers || Download paper | |
| 2018 | Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19. Full description at Econpapers || Download paper | |
| 2017 | Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156. Full description at Econpapers || Download paper | |
| 2017 | How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64. Full description at Econpapers || Download paper | |
| 2018 | Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27. Full description at Econpapers || Download paper | |
| 2017 | Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164. Full description at Econpapers || Download paper | |
| 2017 | The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381. Full description at Econpapers || Download paper | |
| 2017 | Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chiou, Yan-Yu ; Chen, Jau-Er. In: Papers. RePEc:arx:papers:1705.09418. Full description at Econpapers || Download paper | |
| 2017 | Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216. Full description at Econpapers || Download paper | |
| 2017 | An Alternative Estimation Method of a Time-Varying Parameter Model. (2017). Noda, Akihiko ; Wada, Tatsuma ; Ito, Mikio . In: Papers. RePEc:arx:papers:1707.06837. Full description at Econpapers || Download paper | |
| 2017 | A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944. Full description at Econpapers || Download paper | |
| 2018 | Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883. Full description at Econpapers || Download paper | |
| 2018 | On The Calibration of Short-Term Interest Rates Through a CIR Model. (2018). Orlando, Giuseppe ; Bufalo, Michele ; Mininni, Rosa Maria. In: Papers. RePEc:arx:papers:1806.03683. Full description at Econpapers || Download paper | |
| 2018 | Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109. Full description at Econpapers || Download paper | |
| 2018 | Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Fan, Lin ; Pelger, Markus ; Glynn, Peter W. In: Papers. RePEc:arx:papers:1809.02303. Full description at Econpapers || Download paper | |
| 2018 | On LASSO for Predictive Regression. (2018). Hyung, JI ; Gao, Zhan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1810.03140. Full description at Econpapers || Download paper | |
| 2018 | Does 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 | |
| 2018 | Estimation of Structural Break Point in Linear Regression Models. (2018). Baek, Yae In . In: Papers. RePEc:arx:papers:1811.03720. Full description at Econpapers || Download paper | |
| 2018 | Bootstrapping Structural Change Tests. (2018). Boldea, Otilia ; Hall, Alastair R ; Cornea-Madeira, Adriana . In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers || Download paper | |
| 2018 | Pair-wise Convergence of Intra-city House Prices in Beijing. (2018). Gabrieli, Tommaso ; Xu, Yishuang ; Panagiotidis, Theodore. In: ERES. RePEc:arz:wpaper:eres2018_236. Full description at Econpapers || Download paper | |
| 2017 | The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027. Full description at Econpapers || Download paper | |
| 2018 | Re-Examining the Mean Reversion of Inflation Rate in ECOWAS. (2018). Guy, Drama Bedi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:653-668. Full description at Econpapers || Download paper | |
| 2018 | Linking Inflation Differential Across Regions to Unemployment in the Philippines. (2018). Martin, Rafael ; Thomas, Julian ; Jose, Angelo. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:356-373. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. Full description at Econpapers || Download paper | |
| 2017 | Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds Alphas?. (2018). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1884. Full description at Econpapers || Download paper | |
| 2017 | A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204. Full description at Econpapers || Download paper | |
| 2018 | The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: Review of Economics & Finance. RePEc:bap:journl:180205. Full description at Econpapers || Download paper | |
| 2017 | Capital inflows, crisis and recovery in small open economies. (2017). Kinsella, Stephen ; Zoega, Gylfi ; Raza, Hamid. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1709. Full description at Econpapers || Download paper | |
| 2017 | Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10. Full description at Econpapers || Download paper | |
| 2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
| 2018 | The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717. Full description at Econpapers || Download paper | |
| 2018 | Forecasting house prices in Italy. (2018). Emiliozzi, Simone ; Loberto, Michele ; Guglielminetti, Elisa. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_463_18. Full description at Econpapers || Download paper | |
| 2017 | Business Cycles, Credit Cycles, and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013. (2017). Chiarini, Bruno ; Piselli, Paolo ; Marzano, Elisabetta ; Bartoletto, Silvana. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_43. Full description at Econpapers || Download paper | |
| 2017 | Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2018 | Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039. Full description at Econpapers || Download paper | |
| 2018 | Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689. Full description at Econpapers || Download paper | |
| 2018 | Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). RodrÃguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336. Full description at Econpapers || Download paper | |
| 2017 | Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609. Full description at Econpapers || Download paper | |
| 2017 | Cyclical Multiplier and Zero Low Bound Effects of Government Expenditure on Economic Growth: Evidence for Greece. (2017). Alexiou, Constantinos ; Nellis, Joseph G. In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:119-133. Full description at Econpapers || Download paper | |
| 2017 | THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215. Full description at Econpapers || Download paper | |
| 2017 | MULTIPLE THRESHOLDS IN THE NEXUS BETWEEN WORKING HOURS AND PRODUCTIVITY. (2017). Lee, Dongyeol ; Lim, Hyunjoon. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:4:p:716-734. Full description at Econpapers || Download paper | |
| 2017 | PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950. Full description at Econpapers || Download paper | |
| 2017 | Schumpeterian and semi-endogenous productivity growth explanations. (2017). Fedderke, Johannes ; Liu, Yang. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:1:p:111-137. Full description at Econpapers || Download paper | |
| 2017 | Forty Years of Price Transmission Research in the Food Industry: Insights, Challenges and Prospects. (2017). Lloyd, Tim. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:1:p:3-21. Full description at Econpapers || Download paper | |
| 2017 | Heterogeneous change point inference. (2017). Pein, Florian ; Munk, Axel ; Sieling, Hannes . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:79:y:2017:i:4:p:1207-1227. Full description at Econpapers || Download paper | |
| 2017 | Quantile Regression on Quantile Ranges – A Threshold Approach. (2017). Kuan, Chung-Ming ; Xiao, Zhijie ; Michalopoulos, Christos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:99-119. Full description at Econpapers || Download paper | |
| 2017 | Detecting at-Most-m Changes in Linear Regression Models. (2017). Wang, Shixuan ; Pouliot, William ; Horvath, Lajos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590. Full description at Econpapers || Download paper | |
| 2017 | Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667. Full description at Econpapers || Download paper | |
| 2017 | Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768. Full description at Econpapers || Download paper | |
| 2017 | Monitoring Parameter Constancy with Endogenous Regressors. (2017). Perron, Pierre ; Kurozumi, Eiji ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:791-805. Full description at Econpapers || Download paper | |
| 2017 | Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980. Full description at Econpapers || Download paper | |
| 2017 | Did Purchasing Power Parity Hold in Medieval Europe?. (2017). Bell, Adrian ; Moore, Tony K ; Brooks, Chris. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:682-709. Full description at Econpapers || Download paper | |
| 2017 | How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Pierre Perron is editor of
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| Econometrics Journal |
Works by Pierre Perron:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Combining 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: 5 | paper | |
| 2015 | Combining 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: 5 | paper | |
| 2017 | Combining 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: 5 | paper | |
| 2018 | Combining 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: 5 | article | |
| 1992 | Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Testing for Common Breaks in a Multiple Equations System In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Testing 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: 6 | paper | |
| 2018 | Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | Testing 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: 6 | paper | |
| 2018 | Generalized Laplace Inference in Multiple Change-Points Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Generalized Laplace Inference in Multiple Change-Points Models.(2001) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Continuous Record Asymptotics for Structural Change Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Continuous Record Asymptotics for Structural Change Models.(2017) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2017) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Structural Breaks in Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Inference 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] | paper | 0 |
| 2017 | Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to 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: 0 | paper | |
| 1992 | Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 485 |
| 1991 | Nonstationary 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: 485 | paper | |
| 1992 | Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 108 |
| 2009 | Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 122 |
| 2005 | Testing 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: 122 | paper | |
| 2007 | Testing 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: 122 | paper | |
| 2010 | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 75 |
| 2008 | Long-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: 75 | paper | |
| 2010 | Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 94 |
| 2006 | Testing 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: 94 | paper | |
| 2008 | Testing 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: 94 | paper | |
| 2008 | Testing 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: 94 | paper | |
| 1990 | Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 417 |
| 1989 | TESTING 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: 417 | paper | |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 47 |
| 2000 | Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2010 | A 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] | article | 61 |
| 2009 | A 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: 61 | paper | |
| 2009 | A 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: 61 | paper | |
| 2016 | Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2013 | Inference 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: 1 | paper | |
| 2015 | Inference 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: 1 | paper | |
| 2016 | Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2014 | Improved 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 | |
| 2015 | Improved 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 | |
| 2017 | Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2017 | Extracting 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: 8 | paper | |
| 2005 | A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 2001 | A 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: 31 | paper | |
| 2017 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Testing 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: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | ||
| Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2000 | Lag 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] | paper | 1636 |
| 2001 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1636 | article | |
| 2005 | Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 153 |
| 2007 | Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 153 | article | |
| 2005 | Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 39 |
| 2005 | A 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] | paper | 3 |
| 2006 | A 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: 3 | article | |
| 2005 | Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 71 |
| 2009 | Let’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: 71 | paper | |
| 2009 | Lets 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: 71 | article | |
| 2005 | Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 54 |
| 2006 | Estimating 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: 54 | paper | |
| 2007 | Estimating 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: 54 | paper | |
| 2009 | Estimating 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: 54 | article | |
| 2005 | The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 2005 | A 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] | paper | 21 |
| 2007 | A 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: 21 | paper | |
| 2008 | A 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: 21 | article | |
| 2005 | An 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] | paper | 6 |
| 2005 | An 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 | |
| 2006 | The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 23 |
| 2008 | THE 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: 23 | article | |
| 2006 | A 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] | paper | 92 |
| 2007 | A 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: 92 | article | |
| 2006 | A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 11 |
| 2007 | A 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: 11 | article | |
| 2006 | An 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] | paper | 6 |
| 2006 | State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 7 |
| 2006 | Data 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] | paper | 3 |
| 2007 | Data 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: 3 | paper | |
| 2006 | Unit 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] | paper | 113 |
| 2009 | Unit 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: 113 | article | |
| 2006 | Assessing 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] | paper | 6 |
| 2009 | Assessing 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: 6 | article | |
| 2006 | The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 47 |
| 2008 | The 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: 47 | article | |
| 2007 | An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 21 |
| 2008 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 5 |
| 2001 | On 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 | |
| 2012 | On 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 | |
| 2016 | On 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 | |
| 2008 | A 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] | paper | 0 |
| 2008 | Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 5 |
| 2008 | Testing 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] | paper | 5 |
| 2008 | Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 31 |
| 2010 | Modeling 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: 31 | article | |
| 2008 | Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 5 |
| 2007 | GLS-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] | paper | 12 |
| 2010 | Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
| 2012 | Memory 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: 18 | paper | |
| 2013 | MEMORY 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: 18 | article | |
| 2010 | On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 1 |
| 2011 | On 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 | |
| 2011 | Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 4 |
| 2012 | Estimating 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 | |
| 2013 | Estimating 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 | |
| 2011 | A 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] | paper | 6 |
| 2011 | Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 0 |
| 2011 | Testing 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 | |
| 2012 | Testing 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 | |
| 2011 | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
| 2015 | Using 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: 18 | article | |
| 2011 | A 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] | paper | 7 |
| 2014 | A 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: 7 | article | |
| 2011 | Sampling 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] | paper | 2 |
| 2013 | Sampling 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: 2 | article | |
| 1998 | Sampling 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: 2 | paper | |
| 2011 | Comparisons 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] | paper | 4 |
| 2013 | Comparisons 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: 4 | article | |
| 2012 | Statistical evidence about human influence on the climate system In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Breaks, trends and the attribution of climate change: a time-series analysis In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Robust 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] | paper | 0 |
| 2013 | Inference 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] | paper | 0 |
| 2001 | Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Statistically-derived contributions of diverse human influences to 20th century temperature changes In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 16 |
| 2014 | Forecasting 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: 16 | article | |
| 2013 | A 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] | paper | 0 |
| 2014 | Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Measuring 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: 3 | paper | |
| 2016 | Measuring 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: 3 | article | |
| 2014 | Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Comparison of Alternative Methods to Construct 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] | paper | 5 |
| 2018 | A 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: 5 | article | |
| 2015 | Forecasting in the presence of in and out of sample breaks In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Forecasting in the presence of in and out of sample breaks.(2017) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Inference on Locally Ordered Breaks in Multiple Regressions In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 31 |
| 2000 | Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2017 | Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 1995 | An Analysis of the Real Interest Rate Under Regime Shifts In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 347 |
| 1990 | AN 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: 347 | paper | |
| 1994 | An 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: 347 | paper | |
| 1994 | An Analysis of the Real Interest rate Under Regime Shifts..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 347 | paper | |
| 1996 | An 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: 347 | article | |
| 2002 | PPP May not Hold Afterall: A Further Investigation In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 18 |
| 2002 | PPP 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 | |
| 2001 | PPP 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 | |
| 1998 | AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 29 |
| 1996 | An 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 | |
| 1996 | An 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 | |
| 2005 | THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2008 | DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION In: Econometric Theory. [Full Text][Citation analysis] | article | 22 |
| 2009 | GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES In: Econometric Theory. [Full Text][Citation analysis] | article | 106 |
| 2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2009 | Wald 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: 11 | paper | |
| 1989 | The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
| 1987 | The 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 | |
| 1991 | A Continuous Time Approximation to the Stationary First-Order Autoregressive Model In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 1991 | Test Consistency with Varying Sampling Frequency In: Econometric Theory. [Full Text][Citation analysis] | article | 32 |
| 1989 | TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY..(1989) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1987 | Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 1984 | Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 215 |
| 1985 | Testing the random walk hypothesis : Power versus frequency of observation.(1985) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | article | |
| 1985 | Testing 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: 215 | paper | |
| 1987 | Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1283 |
| 1989 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 2447 |
| 1988 | THE 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: 2447 | paper | |
| 1991 | A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept. In: Econometrica. [Full Text][Citation analysis] | article | 15 |
| 1988 | A 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 | |
| 1993 | Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]. In: Econometrica. [Full Text][Citation analysis] | article | 25 |
| 1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 2011 |
| 1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2011 | paper | |
| 1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 2011 | paper | |
| 2001 | Asymptotic approximations in the near-integrated model with a non-zero initial condition In: Econometrics Journal. [Citation analysis] | article | 1 |
| 1998 | Asymptotic 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 | |
| 2003 | Critical values for multiple structural change tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 209 |
| 1988 | Trends and random walks in macroeconomic time series : Further evidence from a new approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 308 |
| 1986 | Trends 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: 308 | paper | |
| 2012 | A note on estimating a structural change in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1987 | Does GNP have a unit root? : A re-evaluation In: Economics Letters. [Full Text][Citation analysis] | article | 41 |
| 1986 | Does Gnp Have a Unit Root? a Reevaluation.(1986) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2000 | A look at the quality of the approximation of the functional central limit theorem In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2584 |
| 1998 | GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2584 | paper | |
| 2005 | Structural breaks with deterministic and stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 80 |
| 2006 | Estimating restricted structural change models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2014 | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1993 | The effect of seasonal adjustment filters on tests for a unit root In: Journal of Econometrics. [Full Text][Citation analysis] | article | 75 |
| 1990 | THE 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: 75 | paper | |
| 1994 | Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 1991 | Local 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: 18 | paper | |
| 1996 | The effect of linear filters on dynamic time series with structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1994 | The 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: 17 | paper | |
| 1994 | The 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: 17 | paper | |
| 1996 | The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1994 | The 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 | |
| 1994 | The 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 | |
| 1997 | Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1995 | Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 1997 | Further evidence on breaking trend functions in macroeconomic variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 807 |
| 1990 | FURTHER 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: 807 | paper | |
| 1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 807 | paper | |
| 1994 | Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 807 | paper | |
| 2004 | Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 1988 | TESTING 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] | paper | 8 |
| 1990 | THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 0 |
| 1990 | THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 1 |
| 1991 | Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 774 |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 774 | paper | |
| 1991 | Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 774 | chapter | |
| 1991 | Pitfalls 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: 774 | paper | |
| 1991 | A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series. In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] | paper | 8 |
| 2017 | Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Unit Roots and Structural Breaks In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing for Changes in Forecasting Performance In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review. [Citation analysis] | article | 194 |
| 1994 | Additional 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: 194 | paper | |
| 1994 | Additional 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: 194 | paper | |
| 1999 | Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2003 | Computation and analysis of multiple structural change models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1611 |
| 1998 | Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1611 | paper | |
| 1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 2 |
| 1985 | Methodology in Economics: the Logic of Appraisal In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Tests of Joint Hypotheses for Time Series Regression with a Unit Root In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
| 1987 | The Great Crash, the Oil Prices and the Unit Root Hypothesis. In: Cahiers de recherche. [Citation analysis] | paper | 11 |
| 1990 | The Effect of Seasonal Adjustment Filters on Test for Unit Root. In: Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1990 | THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT..(1990) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1991 | An analysis of Real Interest Rate Under Regime Shifts. In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1991 | An analysis of Real Interest Rate Under Regime Shifts..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1994 | Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Approximations 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 | |
| 1994 | Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 117 |
| 1994 | Unit 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: 117 | paper | |
| 1994 | Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 266 |
| 1994 | Useful 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: 266 | paper | |
| 1996 | Useful 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: 266 | article | |
| 1995 | The Exact Error in Estimating the Special Density at the Origin. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 1 |
| 1995 | The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 2012 | GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
| 2012 | Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Racines unitaires en macroéconomie : le cas d’une variable In: L'Actualité Economique. [Full Text][Citation analysis] | article | 3 |
| 1997 | L’estimation de modèles avec changements structurels multiples In: L'Actualité Economique. [Full Text][Citation analysis] | article | 5 |
| 1993 | A 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] | article | 1 |
| 2005 | Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 6 |
| 1993 | The HUMP-Shaped Behavior of Macroeconomic Fluctuations. In: Empirical Economics. [Citation analysis] | article | 8 |
| 1993 | A Note on Johansens Cointegration Procedure When Trends Are Present. In: Empirical Economics. [Citation analysis] | article | 22 |
| 2017 | Modelling exchange rate volatility with random level shifts In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2003 | Comment on Statistical Adequacy and the Testing of Trend Versus Difference Stationarity by Andreou and Spanos (Number 1) In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2017 | Inference on locally ordered breaks in multiple regressions In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2011 | Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
| 2013 | A 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] | article | 10 |
| 2016 | Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal. [Full Text][Citation analysis] | article | 0 |
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