Pierre Perron : Citation Profile

Are you Pierre Perron?

Boston University

42

H index

78

i10 index

24493

Citations

RESEARCH PRODUCTION:

112

Articles

182

Papers

2

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   40 years (1984 - 2024). See details.
   Cites by year: 612
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 933.    Total self citations: 160 (0.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe32
   Updated: 2024-12-03    RAS profile: 2024-09-05    
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Relations with other researchers

Works with:

Yamamoto, Yohei (10)

Kejriwal, Mohitosh (4)

Casini, Alessandro (3)

Yu, Xuewen (2)

Estrada, Francisco (2)

Belotti, Federico (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 (396)

Gil-Alana, Luis (312)

Shahbaz, Muhammad (257)

Taylor, Robert (208)

Tamarit, Cecilio (200)

Rodríguez, Gabriel (191)

Leybourne, Stephen (184)

Harvey, David (180)

Carrion-i-Silvestre, Josep (178)

Balcilar, Mehmet (172)

Esteve, Vicente (168)

Cites to:

Bai, Jushan (124)

Andrews, Donald (113)

Qu, Zhongjun (82)

Phillips, Peter (58)

Campbell, John (54)

Vogelsang, Timothy (50)

Stock, James (47)

Ng, Serena (43)

Ploberger, Werner (40)

Yamamoto, Yohei (38)

Kejriwal, Mohitosh (38)

Main data

Where Pierre Perron has published?

Journals with more than one article published# docs
Journal of Econometrics20
Econometric Theory13
Journal of Time Series Analysis10
Econometrica6
Journal of Business & Economic Statistics6
Economics Letters5
Econometric Reviews5
Empirical Economics4
Econometrics Journal3
L'Actualité Economique3
Journal of Empirical Finance3
Econometrics Journal3
Econometrics3
Oxford Bulletin of Economics and Statistics2
Applied Economics2
The Review of Economics and Statistics2
Journal of Applied Econometrics2
Revista Economía2

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
Working Papers / University of Ottawa, Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Boston College Working Papers in Economics / Boston College Department of Economics2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2

Recent works citing Pierre Perron (2024 and 2023)

YearTitle of citing document
2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03.

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2023Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08.

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2023British slave emancipation and the demand for Brazilian sugar. (2023). Absell, Christopher David. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:17:y:2023:i:1:p:125-154.

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2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

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2023.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846.

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2023Distortionary Agricultural Policies: Their Productivity, Location and Climate Variability Implications for South Africa During the 20th Century. (2023). Senay, Senait ; Pardey, Philip G ; Greyling, Jan. In: Staff Papers. RePEc:ags:umaesp:330158.

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2023Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2023Change-Point Testing and Estimation for Risk Measures in Time Series. (2018). Pelger, Markus ; Glynn, Peter W ; Fan, Lin. In: Papers. RePEc:arx:papers:1809.02303.

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2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2024Theory 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.

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2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2024The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2111.14590.

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2024Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2023Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2024$u^* = \sqrt{uv}$. (2022). Saez, Emmanuel ; Michaillat, Pascal. In: Papers. RePEc:arx:papers:2206.13012.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

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2023Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price. (2022). Otani, Suguru ; Matsuda, Takuma. In: Papers. RePEc:arx:papers:2211.16292.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Testing for Structural Change under Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.02370.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Forecasting the Turkish Lira Exchange Rates through Univariate Techniques: Can the Simple Models Outperform the Sophisticated Ones?. (2023). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2302.08897.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2023Real-Time Detection of Local No-Arbitrage Violations. (2023). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Papers. RePEc:arx:papers:2307.10872.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2023Unified Inference for Dynamic Quantile Predictive Regression. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2309.14160.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2023Trends in Temperature Data: Micro-foundations of Their Nature. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2312.06379.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Justifying the Volatility of S&P 500 Daily Returns. (2024). Brown, Hayden. In: Papers. RePEc:arx:papers:2403.01088.

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2024Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide. (2024). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2404.18499.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023Persistence in Climate Risk Measures. (2023). Umar, Hassana Babangida ; Akpa, Emeka Okoro ; Usman, Nuruddeen. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:80.

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2024.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38.

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2023Inflation persistence, noisy information and the Phillips curve. (2023). Gallegos, Jose-Elias. In: Working Papers. RePEc:bde:wpaper:2309.

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2024There has been an awakening. The rise (and fall) of inflation in the euro area. (2024). Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_834_24.

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2023A robust model for the term structure of interest rates: some applications in Colombia. (2023). Rodríguez-Novoa, Daniela ; Sanchez-Quinto, Camilo Eduardo ; Rodriguez-Novoa, Daniela ; Cabrera-Rodriguez, Wilmar Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1255.

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2023ANALYSING THE ARMEY CURVE BASED ON THE FOURIER COINTEGRATION APPROACH FOR TURKEY. (2023). Kasal, Suleyman. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:139-158.

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2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

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2023Commodity prices and the US Dollar. (2023). Rees, Daniel. In: BIS Working Papers. RePEc:bis:biswps:1083.

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2023.

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2023Asymmetric reactions in the tourism?led growth hypothesis. (2022). Kimpton, Sean ; Andrews, Antony ; Patel, Arvind ; Kumar, Nikeel Nishkar. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:661-677.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2023Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421.

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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]		paper20
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 nother version. Agregated cites: 20		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 nother version. Agregated cites: 20		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 nother version. Agregated cites: 20		paper
2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 20		article
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article4
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper15
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 15		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 nother version. Agregated cites: 15		paper
2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
[Full Text][Citation analysis]		paper6
2020Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2022GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS.(2022) In: Econometric Theory.
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This paper has nother version. Agregated cites: 6		article
2021Continuous Record Asymptotics for Change-Points Models In: Papers.
[Full Text][Citation analysis]		paper4
2020Continuous Record Asymptotics for Change-Point Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 4		paper
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
[Full Text][Citation analysis]		paper8
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 8		paper
2021Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 8		article
2018Structural Breaks in Time Series In: Papers.
[Full Text][Citation analysis]		paper23
2018Structural Breaks in Time Series.(2018) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 23		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]		paper6
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.
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This paper has nother version. Agregated cites: 6		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.
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This paper has nother version. Agregated cites: 6		article
2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings In: Papers.
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2023Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings.(2023) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference In: Papers.
[Full Text][Citation analysis]		paper6
2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity In: Papers.
[Full Text][Citation analysis]		paper4
2024Prewhitened long-run variance estimation robust to nonstationarity.(2024) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 4		article
2024Change-Point Analysis of Time Series with Evolutionary Spectra In: Papers.
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2024Change-point analysis of time series with evolutionary spectra.(2024) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 1		article
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article675
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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This paper has nother version. Agregated cites: 675		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]		article168
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article195
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 nother version. Agregated cites: 195		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 nother version. Agregated cites: 195		paper
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article118
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 nother version. Agregated cites: 118		paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article177
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 177		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 nother version. Agregated cites: 177		paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 177		paper
1990Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics.
[Citation analysis]		article592
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 nother version. Agregated cites: 592		paper
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 9		paper
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article54
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		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]		article97
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1991A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept. In: Econometrica.
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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.
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1990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT..(1990) In: Princeton, Department of Economics - Econometric Research Program.
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1990The Effect of Seasonal Adjustment Filters on Test for Unit Root..(1990) In: Cahiers de recherche.
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1990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT..(1990) In: Cahiers de recherche.
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1994Local asymptotic distribution related to the AR(1) model with dependent errors In: Journal of Econometrics.
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1991Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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1996The effect of linear filters on dynamic time series with structural change In: Journal of Econometrics.
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1994The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche.
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1994The Effect of Linear Filters on Dynamic Time series with Structural Change..(1994) In: Cahiers de recherche.
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1996The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors In: Journal of Econometrics.
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1994The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors..(1994) In: Cahiers de recherche.
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1995Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems..(1995) In: Cahiers de recherche.
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1994Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche.
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1994Further Evidence on Breaking Trend Functions in Macroeconomic Variables..(1994) In: Cahiers de recherche.
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1988TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED. In: Princeton, Department of Economics - Econometric Research Program.
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1990THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS. In: Princeton, Department of Economics - Econometric Research Program.
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1990THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS. In: Princeton, Department of Economics - Econometric Research Program.
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1991Pitfalls and Opportunities: What Macroeconomics should know about unit roots. In: Princeton, Department of Economics - Econometric Research Program.
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1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: Scholarly Articles.
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1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots.(1991) In: NBER Chapters.
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1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots.(1991) In: NBER Technical Working Papers.
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1991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series. In: Princeton, Department of Economics - Econometric Research Program.
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2019Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model In: Econometrics.
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2019Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion Papers.
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1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
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1999Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data. In: Journal of Applied Econometrics.
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1998Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche.
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1986Tests of Joint Hypotheses for Time Series Regression with a Unit Root In: Cahiers de recherche.
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1987The Great Crash, the Oil Prices and the Unit Root Hypothesis. In: Cahiers de recherche.
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1994Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors. In: Cahiers de recherche.
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1994Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors..(1994) In: Cahiers de recherche.
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1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. In: Cahiers de recherche.
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1994Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag..(1994) In: Cahiers de recherche.
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1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. In: Cahiers de recherche.
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1994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties..(1994) In: Cahiers de recherche.
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1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties.(1996) In: The Review of Economic Studies.
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1998The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation In: Cahiers de recherche.
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2013A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report In: PLOS ONE.
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1995Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data In: Textos para discussão.
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1997L’estimation de modèles avec changements structurels multiples.(1997) In: L'Actualité Economique.
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1992Racines unitaires en macroéconomie : le cas d’une variable In: L'Actualité Economique.
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1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
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2005Trend and Cycles: A New Approach and Explanations of Some Old Puzzles In: Computing in Economics and Finance 2005.
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2003Comment on Statistical Adequacy and the Testing of Trend Versus Difference Stationarity by Andreou and Spanos (Number 1) In: Econometric Reviews.
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2011Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives In: Econometrics Journal.
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