Pierre Perron : Citation Profile

Boston University

43

H index

78

i10 index

25697

Citations

RESEARCH PRODUCTION:

115

Articles

182

Papers

2

Books

3

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   41 years (1984 - 2025). See details.
   Cites by year: 626
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 729.    Total self citations: 161 (0.62 %)

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   Permalink: http://citec.repec.org/ppe32
   Updated: 2025-12-20    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Yamamoto, Yohei (5)

Kejriwal, Mohitosh (4)

Casini, Alessandro (3)

Belotti, Federico (2)

Yu, Xuewen (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 (402)

Gil-Alana, Luis (327)

Shahbaz, Muhammad (267)

Tamarit, Cecilio (212)

Taylor, Robert (209)

Rodríguez, Gabriel (201)

Leybourne, Stephen (182)

Carrion-i-Silvestre, Josep (182)

Harvey, David (178)

Balcilar, Mehmet (173)

Esteve, Vicente (169)

Cites to:

Bai, Jushan (122)

Andrews, Donald (112)

Qu, Zhongjun (80)

Phillips, Peter (58)

Campbell, John (54)

Vogelsang, Timothy (50)

Stock, James (46)

Ng, Serena (43)

Ploberger, Werner (40)

Kejriwal, Mohitosh (38)

Yamamoto, Yohei (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 Analysis11
Journal of Business & Economic Statistics7
Econometrica6
Econometric Reviews5
Economics Letters5
Econometrics Journal4
Empirical Economics4
Journal of Empirical Finance3
L'Actualité Economique3
Econometrics Journal3
Econometrics3
The Review of Economics and Statistics2
Revista Economía2
Applied Economics2
Journal of Applied Econometrics2
Oxford Bulletin of Economics and Statistics2

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

Recent works citing Pierre Perron (2025 and 2024)

YearTitle of citing document
2024Long-run relationship between insurance premiums and driving factors in Mongolia. (2024). Galaa, Burmaa ; Byambajav, Enkhamgalan ; Myagmar-Ochir, Amarbayasgalan ; Woo, Kai-Yin ; Tsendsuren, Saruultuya. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:116-136.

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2025Trend-Breaks and the Persistence of Closed-End Fund Discounts. (2025). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-02.

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2024The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109.

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2024Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202408.

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2024Tracking the trend of quinoa price in Bolivia: Structural breaks and persistence of shoks. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202410.

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2024Causes of the Sharp Decline in Migration to Major Metropolitan Areas in the 1970s. (2024). Hoshina, Hiroki ; Ikeda, Shinsuke ; Hatta, Tatsuo. In: AGI Working Paper Series. RePEc:agi:wpaper:02000145.

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2024Impact of inflation and exchange rate on stock market returns in India: An ARDL approach. (2024). Tejesh, H R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:25-36.

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2024Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan. (2024). Rahimov, Vugar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:85-96.

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2024The role of agriculture, industry and the service sector in economic growth: The case of Mozambique. (2024). Muyambiri, Brian. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:339728.

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2024Vanishing Paddies: Tracing the Transformation of Rice Cultivation in Kerala, India. (2024). Prasad, Amal ; Kuruvila, Anil. In: Asian Journal of Agricultural Extension, Economics & Sociology. RePEc:ags:ajaees:368135.

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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2024Ocena wpływów makroekonomicznych na rentowność indyjskich obligacji skarbowych – spostrzeżenia z podejścia opartego na teście granic ARDL. (2024). Patra, Suresh Kumar ; Naik, Pramod Kumar. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361246.

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2024Dynamics of Stock Prices and Exchange Rate with Structural Breaks and Asymmetry: Evidence From Türkiye. (2024). Bier, Burhan ; Il, Almila Burga. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:3:p:438-461.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2024When Did Argentina Lose its Mojo? A Short Note on Economic Divergence. (2024). Levy Yeyati, Eduardo ; Katz, Sebastian. In: Working Papers. RePEc:aoz:wpaper:325.

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2025The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351.

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2024A Rising Tide Raises all Boats: The changing distribution of salaries in the NBA over time. (2024). , Tiberiu ; Groothuis, Peter A ; Strazicich, Mark C. In: Working Papers. RePEc:apl:wpaper:24-20.

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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 ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2025Change-Point Testing for Risk Measures in Time Series. (2023). 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 and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2025Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2110.14550.

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

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

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2024$u^* = \sqrt{uv}$. (2024). 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. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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

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

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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

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

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

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year. (2024). Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2401.05347.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. 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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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2024Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide. (2024). Schmal, Wolfgang. 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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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070.

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2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2024Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting. (2024). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2408.00507.

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2025Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665.

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2024Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong. In: Papers. RePEc:arx:papers:2408.09271.

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2024Testing for a Forecast Accuracy Breakdown under Long Memory. (2024). Sibbertsen, Philipp ; Kreye, Jannik. In: Papers. RePEc:arx:papers:2409.07087.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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2024MSTest: An R-Package for Testing Markov Switching Models. (2024). Rodriguez-Rondon, Gabriel ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2411.08188.

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2024Semiparametric inference for impulse response functions using double/debiased machine learning. (2024). Wehrli, Alexander ; Ballinari, Daniele. In: Papers. RePEc:arx:papers:2411.10009.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2024Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches. (2024). Muesgens, Felix ; Batzlineiro, Taimyra ; Sgarciu, Smaranda ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2412.17379.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383.

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2025Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension. (2025). Veiga, Alvaro ; Milfont, Angelo. In: Papers. RePEc:arx:papers:2502.20816.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Detecting multiple change points in linear models with heteroscedastic errors. (2025). Horvath, Lajos ; Zhao, Yuqian ; Rice, Gregory. In: Papers. RePEc:arx:papers:2505.01296.

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2025Enterprise value, economic and policy uncertainties: the case of US air carriers. (2025). Adrangi, Bahram ; Kolay, Madhuparna ; Raffiee, Kambiz ; Chatrath, Arjun. In: Papers. RePEc:arx:papers:2506.07766.

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2025Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy. (2025). Cai, Jinbo ; Wang, Wenjie ; Li, Wenze. In: Papers. RePEc:arx:papers:2507.07477.

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2025Interactive, Grouped and Non-separable Fixed Effects: A Practitioners Guide to the New Panel Data Econometrics. (2025). Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2507.19099.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Stochastic Boundaries in Spatial General Equilibrium: A Diffusion-Based Approach to Causal Inference with Spillover Effects. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2508.06594.

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2025Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591.

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2025Automatic Order, Bandwidth Selection and Flaws of Eigen Adjustment in HAC Estimation. (2025). Li, Zhuoxun ; Hurvich, Clifford M. In: Papers. RePEc:arx:papers:2509.23256.

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2025A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification. (2025). Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2510.00754.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Regression Model Selection Under General Conditions. (2025). Lusompa, Amaze. In: Papers. RePEc:arx:papers:2510.14822.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2024The Tourism-led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?. (2024). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Konstantakopoulou, Ioanna. In: Working Papers. RePEc:awm:wpaper:20.

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2024Implied probability kernel block bootstrap for time series moment condition models. (2024). Parente, Paulo ; Smith, Richard J. In: CeMMAP working papers. RePEc:azt:cemmap:08/24.

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2024The Effects of COVID-19 Pandemic on Cross-Border Banking Flows: comparative analysis between advanced and emerging market economies. (2024). Tiberto, Bruno ; Viana, Francisco Fernando. In: Working Papers Series. RePEc:bcb:wpaper:598.

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2024Examining the Impact of Macroeconomic Factors on Housing Prices in Malaysia. (2024). Yaacob, Fatin Farazh ; Mohamed, Suhana ; Othman, Fifi Syafika. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:11:p:592-603.

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2024Analysis of Exchange Rate Fluctuations on Economic Growth in Nigeria. (2024). Jeremiah, Racheal L ; Tule, Jeremiah M ; Akogwu, Gabriel ; Nkpubre, Emmanuel O ; Ogwuche, David. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:7:p:128-141.

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2024Is there a Trade-Off between Inflation and Unemployment: The Case of Nigeria. (2024). Onwuemeka, Irene Olanma ; Okeke, Queen Chijindu ; Obiukwu, Sandralyn Ifeoma ; Abamara, Kelechi Chibueze. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:2606-2620.

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2025Ringgit Malaysia Uncertainty Spillover from Google Trends Uncertainty. (2025). Teruki, Neilson Anak ; Taasim, Shairil Izwan ; Mojolou, Robert Abraham ; Pinjaman, Saizal ; Sabu, Zainuddin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:367-372.

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2025The Blue Revolution in India: Aquaculture to Augment Farmers Income. (2025). Das, Raya ; Gulati, Ashok ; Gupta, Sanchit. In: Indian Council for Research on International Economic Relations (ICRIER) Policy Paper. RePEc:bdc:ppaper:40.

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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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2024Sanctions and Russian online prices. (2024). Palumbo, Luigi ; Benchimol, Jonathan. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1468_24.

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2024Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11.

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2025Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13.

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2024Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation. (2024). Zarate-Solano, Hector ; Rodrguez-Nio, Norberto ; Zrate-Solano, Hctor M. In: Borradores de Economia. RePEc:bdr:borrec:1289.

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2024Through stormy seas: how fragile is liquidity across asset classes and time?. (2024). Aquilina, Matteo ; Aliyev, Nihad ; Rzayev, Khaladdin ; Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1229.

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2025A Time Series Model for Predicting Human Immunodeficiency Virus in the Presence of Opportunistic Infections among Farmers in Benue State, Nigeria. (2025). Kuhe, David Adugh ; Agbe, Terwase. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:5:p:1739-1759.

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2024Tourismâ€induced growth and quality of life: the Singapore story. (2024). Wood, Jacob ; Tan, Sook Rei ; Jang, Haejin ; Li, Changtai ; Wong, Caroline. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:204-224.

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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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2024A random walk for agricultural total factor productivity. (2024). Vercammen, James. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:213-233.

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2024Bioenergy feedstock supply from wheat straw: A farm level model incorporating tradeâ€offs in crop choices, disease risk, and soil fertility. (2024). Qiu, Feng ; Luckert, Martin ; Hauer, Grant ; McKnight, Curtis J. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:285-307.

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

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2024On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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2024From a common empire to colonial rule: Commodity market disintegration in the Near East. (2024). Panza, Laura. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:2:p:584-611.

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2024Driven by crises: Price integration on the grain market in late medieval Flanders. (2024). Espeel, Stef. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:3:p:849-872.

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2024Economic impacts of the Black Sea Grain Initiative. (2024). Schaefer, K Aleks ; Johnson, Tuff ; Hilburn, Sidany ; Poursina, Davood. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:1:p:457-464.

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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.
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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.
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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.
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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.
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2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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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.
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2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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2021Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
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2020Generalized Laplace Inference in Multiple Change-Points Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS.(2022) In: Econometric Theory.
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2021Continuous Record Asymptotics for Change-Points Models In: Papers.
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2020Continuous Record Asymptotics for Change-Point Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
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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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2021Continuous record Laplace-based inference about the break date in structural change models.(2021) In: Journal of Econometrics.
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2018Structural Breaks in Time Series In: Papers.
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2018Structural Breaks in Time Series.(2018) In: Boston University - Department of Economics - Working Papers Series.
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2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
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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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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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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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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference In: Papers.
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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity In: Papers.
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2024Prewhitened long-run variance estimation robust to nonstationarity.(2024) In: Journal of Econometrics.
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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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1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article689
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article697
1990Testing for a Unit Root in a Time Series with a Changing Mean..(1990) In: Journal of Business & Economic Statistics.
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2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article202
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
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2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article119
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: 119		paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article186
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
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2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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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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1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article55
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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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]		article102
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
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2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2013Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2013) In: Boston University - Department of Economics - Working Papers Series.
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2015Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
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2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 6		paper
2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2017Extracting and analyzing the warming trend in global and hemispheric temperatures.(2017) In: Boston University - Department of Economics - Working Papers Series.
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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2020Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022A twoâ€step procedure for testing partial parameter stability in cointegrated regression models In: Journal of Time Series Analysis.
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2020A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
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2022Structural change tests under heteroskedasticity: Joint estimation versus twoâ€steps methods In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2025An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article43
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
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2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Vanderbilt University Department of Economics Working Papers.
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Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper511
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2528
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
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2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper287
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper69
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
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2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper94
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
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2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper102
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
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2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
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2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
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2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper30
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
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2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series.
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2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper33
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
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2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper137
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper17
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper14
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper31
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
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2006Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper248
2009Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses.(2009) In: Journal of Econometrics.
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2006Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper14
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
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2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper79
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper34
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
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2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2008Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper22
2019Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series.
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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model.(2020) In: Quantitative Economics.
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2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper53
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
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2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2007GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper12
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper36
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
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2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
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2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance.(2011) In: Journal of Time Series Econometrics.
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2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper6
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
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2011A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper7
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper1
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
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2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
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2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper29
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
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2011A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper16
2014A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS.(2014) In: Econometric Theory.
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2011Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper5
2013Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices.(2013) In: Journal of Empirical Finance.
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1998Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices.(1998) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 5		paper
2011Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run In: Boston University - Department of Economics - Working Papers Series.
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2005THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK In: Econometric Theory.
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1987Test Consistency with Varying Sampling Frequency..(1987) In: Cahiers de recherche.
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1984Testing the Random Walk Hypothesis: Power Versus Frequency of Observation In: Cowles Foundation Discussion Papers.
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1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation.(1985) In: NBER Technical Working Papers.
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1987Testing for a Unit Root in Time Series Regression In: Cowles Foundation Discussion Papers.
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1988THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS..(1988) In: Princeton, Department of Economics - Econometric Research Program.
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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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1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
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2001Asymptotic approximations in the near-integrated model with a non-zero initial condition In: Econometrics Journal.
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1998Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition.(1998) 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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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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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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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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1997Estimation and inference in nearly unbalanced nearly cointegrated systems In: Journal of Econometrics.
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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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1990Testing for a Unit Root in a Time Series with a Changing Mean..(1990) In: Journal of Business & Economic Statistics.
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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.(2019) In: Discussion Papers.
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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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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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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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