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A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT 0 0 0 0 0 0 1 383
A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend 0 0 0 129 0 1 2 422
A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models 0 0 0 3 1 1 9 57
A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models 0 0 1 3 0 0 8 47
A Modified Information Criterion for Cointegration Tests based on a VAR Approximation 0 0 0 205 1 1 5 564
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change 0 0 0 72 1 1 5 236
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change* 0 0 0 36 0 0 1 169
A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS 0 0 0 12 0 0 5 96
A Note on the Selection of Time Series Models 0 0 1 1,101 0 0 4 2,331
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 1 2 19 190
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 3 5 20 710
A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests 0 0 0 168 0 0 1 446
A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices 0 0 0 102 0 1 3 185
A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series 0 0 0 0 1 1 5 774
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 2 2 29 0 2 9 54
A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 0 0 0 12 5 10 28 145
AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS 0 0 0 1 0 2 4 815
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 1 3 198 0 1 7 473
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 3 6 625
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 29 1 4 11 159
An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 247 1 2 7 803
An Analysis of the Real Interest Rate Under Regime Shifts 0 0 2 855 2 2 15 3,425
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 103 2 5 22 490
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 1 0 0 4 931
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts 0 0 0 27 0 0 2 124
An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* 0 0 0 94 0 0 3 217
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 76 1 1 2 362
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests 0 0 0 0 0 0 2 1,242
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 1 3 220
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 0 2 98
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors 0 0 0 0 0 0 0 156
Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors 0 0 0 15 0 0 0 76
Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope 0 0 0 28 0 0 3 127
Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition 0 0 0 28 0 0 0 213
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 0 21 0 0 1 27
Breaks, trends and the attribution of climate change: a time-series analysis 0 0 0 139 1 6 27 366
Change-Point Analysis of Time Series with Evolutionary Spectra 0 0 1 24 0 0 6 25
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 2 26 1 1 6 63
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 0 1 1 6 48
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 1 86 0 0 3 211
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 10 1 1 6 106
Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns 0 0 0 67 0 0 2 60
Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run 0 0 0 14 4 7 26 127
Computation and Analysis of Multiple Structural-Change Models 0 5 7 2,508 1 16 40 5,263
Continuous Record Asymptotics for Change-Point Models 0 0 0 20 0 0 6 26
Continuous Record Asymptotics for Change-Points Models 0 0 0 25 0 1 4 52
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models 0 0 0 12 0 0 2 38
Continuous Record Laplace-based Inference about the Break Date in Structural Change Models 0 0 1 2 0 0 3 18
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 0 0 5 283
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 0 1 8 262
Dealing with Structural Breaks 0 0 0 723 2 12 47 1,912
Detection and attribution of climate change through econometric methods 0 0 1 24 0 0 6 41
Does Gnp Have a Unit Root? a Reevaluation 0 0 0 2 0 0 4 318
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 2 2 5 1,053
Estimating Deterministic Trend with an Integrated or Stationary Noise Component 0 0 0 77 1 1 5 213
Estimating Deterministic Trends with an Integrated or Stationary Noise Component 0 0 0 12 1 2 4 110
Estimating Deterministric Trends with an Integrated or Stationary Noise Component 0 0 0 68 0 1 7 292
Estimating and Testing Linear Models with Multiple Structural Changes 0 2 11 737 2 8 32 1,896
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 1 3 30 1,945
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 19 1 1 8 172
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions 0 0 0 43 0 0 3 161
Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors 0 0 0 115 0 0 9 338
Estimating and testing structural changes in multivariate regressions 0 0 0 231 0 2 11 580
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 40 1 1 4 157
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems 0 0 0 1 0 0 0 226
Extracting and analyzing the warming trend in global and hemispheric temperatures 0 0 0 19 2 2 23 67
FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES 0 0 0 4 0 1 5 1,081
Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion 0 1 1 5 0 1 4 35
Forecasting in the presence of in and out of sample breaks 0 0 0 60 1 1 3 51
Forecasting in the presence of in and out of sample breaks 0 0 1 3 0 0 7 45
Further Evidence on Breaking Trend Functions in Macroeconomic Variables 1 3 5 250 2 4 11 725
Further Evidence on Breaking Trend Functions in Macroeconomic Variables 0 0 0 7 0 1 4 1,186
GLS Detrending, Efficient Unit Root Tests and Structural Change 0 0 2 609 1 1 7 1,347
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses 0 0 0 141 3 3 68 533
Generalized Laplace Inference in Multiple Change-Points Models 0 0 1 29 0 1 6 86
Generalized Laplace Inference in Multiple Change-Points Models 0 0 0 3 0 0 6 36
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 0 3 38
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 0 4 41
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 15 0 0 4 38
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures 0 0 0 2 2 5 25 70
Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends 0 0 0 1 0 0 1 19
Inference on Locally Ordered Breaks in Multiple Regressions 0 0 1 3 1 1 7 59
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 4 1 3 18 56
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 3 0 0 2 30
Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 3 1,956 1 2 11 6,020
Let’s Take a Break: Trends and Cycles in US Real GDP 0 0 0 87 5 9 46 462
Let’s Take a Break: Trends and Cycles in US Real GDP? 0 0 0 222 0 1 10 905
Level Shifts and Purchasing Power Parity 0 0 1 323 0 1 3 898
Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors 0 0 0 1 0 0 1 485
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 0 0 0 115 0 1 5 282
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 1 1 1 13 2 5 22 78
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data 0 0 0 63 0 2 3 48
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends 0 0 0 7 1 1 3 77
Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends 0 0 0 59 1 1 6 88
Methodology in Economics: the Logic of Appraisal 0 0 1 67 0 0 2 247
Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model 0 0 0 78 0 0 5 205
Nonstationary and Level Shifts With An Application To Purchasing Power Parity 0 0 0 6 0 0 0 1,051
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance 0 0 0 3 0 1 2 59
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 4 0 1 4 29
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 14 1 1 5 95
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 42 1 1 6 148
PPP May not Hold After all: A Further Investigation 0 0 0 278 0 0 5 931
PPP May not Hold Afterall: A Further Investigation 0 0 0 17 1 5 26 302
Pitfalls and Opportunities: What Macroeconomics should know about unit roots 0 0 0 3 2 6 35 1,624
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots 0 1 4 2,902 5 8 41 6,120
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 0 0 0 35 2 6 28 281
Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 28 0 0 1 47
Prewhitened Long-Run Variance Estimation Robust to Nonstationarity 0 0 2 19 1 1 9 17
Residual Based Tests for Cointegration with GLS Detrended Data 0 0 0 2 0 0 6 764
Residual test for cointegration with GLS detrended data 0 0 2 180 1 1 9 435
Residuals-based Tests for Cointegration with GLS Detrended Data 0 0 4 37 1 1 9 77
Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations 0 1 2 10 3 9 31 73
Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices 0 0 0 7 1 1 6 85
Sampling Interval and estimated Betas: Implications for the Presence of Transitory Components in Stock Prices 0 0 0 55 1 1 7 386
Seraching for Additive Outliers in Nonstationary Time Series 0 0 0 1 0 0 0 933
Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings 0 0 2 17 0 0 11 28
Single-equation tests for Cointegration with GLS Detrended Data 0 0 0 10 10 16 41 95
State Space Model with Mixtures of Normals: Specifications and Applications to International Data 0 0 0 31 1 7 29 209
Statistical evidence about human influence on the climate system 0 0 0 106 0 0 5 365
Statistically-derived contributions of diverse human influences to 20th century temperature changes 0 0 1 9 2 3 48 104
Structural Breaks in Time Series 0 0 3 173 0 3 24 163
Structural Breaks in Time Series 1 4 21 131 3 9 71 358
TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY 0 0 0 0 0 0 5 511
TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED 0 0 0 0 0 0 2 708
TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN 0 0 0 12 1 2 6 1,320
THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS 0 0 0 0 0 0 0 163
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TEST FOR UNIT ROOT 0 0 0 0 0 0 0 252
THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT 0 0 0 1 0 0 2 447
THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS 0 0 0 6 2 5 26 2,728
THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS 0 0 0 0 0 0 0 217
Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models 0 0 0 5 0 0 4 50
Test Consistency with Varying Sampling Frequency 0 0 0 2 0 0 1 326
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 0 67 1 1 8 238
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model 0 0 2 42 2 3 19 80
Testing for Breaks in Coefficients and Error Variance: Simulations and Applications 0 0 0 64 1 1 2 185
Testing for Changes in Forecasting Performance 0 0 0 69 0 1 9 74
Testing for Changes in Forecasting Performance 0 0 0 0 0 0 10 32
Testing for Changes in Forecasting Performance 0 0 0 36 1 1 7 58
Testing for Common Breaks in a Multiple Equations System 0 0 0 17 1 2 19 154
Testing for Common Breaks in a Multiple Equations System 0 0 1 20 1 1 5 44
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 18 1 1 10 52
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 0 72 1 3 13 166
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 1 5 498 1 3 13 1,131
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 0 1 2 141
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 0 5 183
Testing for Shifts in Trend with an Integrated or Stationary Noise Component 0 0 0 114 0 0 4 378
Testing for Shifts in Trend with an Integrated or Stationary Noise Component 0 0 0 188 4 4 20 515
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 0 61 0 0 4 152
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 0 5 1 1 5 58
Testing for a Unit Root in Time Series Regression 1 1 4 3,038 2 11 53 7,667
Testing for common breaks in a multiple equations system 0 0 1 16 1 4 13 60
Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model 0 0 0 1 1 1 3 26
Testing the Random Walk Hypothesis: Power Versus Frequency of Observation 0 0 3 998 1 1 12 3,414
Testing the Random Walk Hypothesis: Power versus Frequency of Observation 0 0 9 640 1 2 22 2,696
Tests of Joint Hypotheses for Time Series Regression with a Unit Root 0 0 1 68 1 4 22 304
The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors 0 0 0 0 0 0 0 121
The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors 0 0 0 14 0 0 1 51
The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model 0 0 0 0 0 0 0 152
The Effect of Linear Filters on Dynamic Time series with Structural Change 0 0 0 0 2 3 10 320
The Effect of Linear Filters on Dynamic Time series with Structural Change 0 0 0 38 1 8 34 196
The Effect of Seasonal Adjustment Filters on Test for Unit Root 0 0 0 0 0 0 0 101
The Exact Error in Estimating the Special Density at the Origin 0 0 0 22 0 0 0 83
The Exact Error in Estimating the Special Density at the Origin 0 0 0 0 0 0 1 334
The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation 0 0 0 32 0 0 0 215
The Great Crash, the Oil Prices and the Unit Root Hypothesis 0 0 0 1 0 1 6 441
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 31 0 0 7 57
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence 0 0 1 4 1 7 18 46
The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* 0 0 0 163 0 0 3 625
The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions 0 0 0 16 0 0 2 94
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 1 1 5 111
Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference 0 0 0 15 0 0 2 7
Trend and Cycles: A New Approach and Explanations of Some Old Puzzles 0 0 3 319 2 4 32 1,046
Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach 0 0 0 3 0 0 12 2,244
Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise 0 0 4 38 0 0 10 51
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 1 257 0 0 7 680
Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag 0 0 0 1 1 2 14 1,005
Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses 0 0 0 76 1 3 10 333
Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data 0 0 0 48 0 0 0 142
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 0 1 0 0 6 344
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties 0 0 1 68 0 0 6 279
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 0 0 0 26 0 1 7 149
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 1 208 1 1 5 427
Total Working Papers 4 23 129 25,026 134 325 1,852 98,055


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous Time Approximation to the Stationary First-Order Autoregressive Model 0 0 0 14 0 0 0 39
A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept 0 1 2 125 0 1 5 586
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION 0 0 0 51 0 0 0 212
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS 0 0 0 28 1 2 6 114
A Note on Johansen's Cointegration Procedure When Trends Are Present 0 0 0 0 2 3 12 2,571
A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks 2 4 4 20 2 6 13 60
A Note on the Selection of Time Series Models 0 0 2 248 0 1 5 620
A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report 0 0 0 0 0 0 2 5
A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend 0 0 0 32 2 8 20 429
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models 0 0 1 5 1 1 7 43
A look at the quality of the approximation of the functional central limit theorem 0 0 0 8 0 0 0 63
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change 0 0 1 61 1 1 7 237
A note on estimating a structural change in persistence 0 0 0 16 1 2 2 90
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 0 62 0 1 7 186
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests 1 2 6 126 2 3 10 349
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices 0 1 2 18 0 1 2 61
A two‐step procedure for testing partial parameter stability in cointegrated regression models 1 1 2 2 1 7 9 9
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS 0 0 0 81 0 0 1 201
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 2 20 1,101
An Analysis of the Real Interest Rate under Regime Shifts 0 1 14 785 9 15 63 1,896
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope 0 0 0 133 2 2 5 472
Asymptotic approximations in the near-integrated model with a non-zero initial condition 0 0 0 7 0 0 0 252
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 1 2 1 1 2 8
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns 0 0 1 8 1 1 6 34
Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1) 0 0 0 26 0 0 0 117
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run 0 0 0 20 1 2 16 128
Computation and analysis of multiple structural change models 4 11 36 2,971 14 41 186 6,875
Continuous record Laplace-based inference about the break date in structural change models 0 1 3 5 0 1 11 20
Critical values for multiple structural change tests 0 0 0 450 2 7 30 1,038
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 1 71 2 7 39 218
Does GNP have a unit root?: A re-evaluation 0 0 2 73 0 0 4 192
Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis] 0 2 5 336 0 3 15 704
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 3 15 89 4,800
Estimating and Testing Structural Changes in Multivariate Regressions 0 2 4 409 0 2 9 930
Estimating and testing multiple structural changes in linear models using band spectral regressions 0 0 2 28 1 1 8 88
Estimating deterministic trends with an integrated or stationary noise component 0 0 6 141 3 4 16 466
Estimating restricted structural change models 3 4 24 283 6 11 46 579
Estimation and inference in nearly unbalanced nearly cointegrated systems 0 0 0 90 2 2 4 279
Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures 0 0 0 5 0 0 11 50
Forecasting return volatility: Level shifts with varying jump probability and mean reversion 1 1 1 20 1 1 5 101
Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses 0 0 0 4 1 2 5 59
Further evidence on breaking trend functions in macroeconomic variables 0 2 16 1,201 4 11 46 2,484
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS 0 1 2 2 0 1 3 3
GLS detrending, efficient unit root tests and structural change 1 1 6 408 2 5 34 1,058
GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural 0 0 1 29 0 0 5 102
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES 1 3 11 403 4 9 41 854
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 1 5 1 1 5 34
Inference on a Structural Break in Trend with Fractionally Integrated Errors 0 0 0 1 0 0 6 38
Inference on locally ordered breaks in multiple regressions 0 0 0 2 0 1 5 46
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 0 1 1 4 1 2 5 32
L'estimation de modèles avec changements structurels multiples 0 0 1 1 0 0 2 2
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 0 0 0 1,132 1 5 28 3,130
Let's take a break: Trends and cycles in US real GDP 3 6 19 595 14 19 60 1,434
Local asymptotic distribution related to the AR(1) model with dependent errors 0 0 0 105 0 0 1 314
Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices 1 1 2 153 1 1 7 349
L’estimation de modèles avec changements structurels multiples 0 1 1 33 0 1 5 130
MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS 0 0 0 14 0 0 3 63
Measuring business cycles with structural breaks and outliers: Applications to international data 1 4 4 32 6 13 31 182
Modeling and forecasting stock return volatility using a random level shift model 2 2 5 231 3 4 13 640
Modelling exchange rate volatility with random level shifts 1 1 2 3 1 1 4 18
Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations 0 0 4 50 1 2 11 180
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity 0 0 0 0 2 5 14 1,236
On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance 0 0 0 37 0 1 2 136
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 0 0 0 0 0 0 3 39
PPP May not Hold Afterall: A Further Investigation 0 0 0 41 1 2 6 284
Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model 1 1 1 4 2 2 8 48
Racines unitaires en macroéconomie: le cas d’une variable 0 0 0 12 0 0 6 113
Racines unitaires en macroéconomie: le cas multidimensionnel 0 0 0 4 0 0 2 27
Residuals‐based tests for cointegration with generalized least‐squares detrended data 0 0 2 30 0 0 3 154
Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives 0 0 0 3 0 0 0 22
SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES 0 0 0 213 0 1 5 506
Saltos, tendencias y la atribución del cambio climático: un análisis de series de tiempo 0 0 0 9 0 0 5 34
Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices 0 0 1 18 0 0 4 100
Structural breaks with deterministic and stochastic trends 2 5 11 244 3 8 20 528
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods 0 0 0 0 0 0 2 2
THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN 0 0 0 1 0 0 2 11
THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS 0 1 2 42 0 1 3 155
THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK 1 1 1 47 1 1 2 357
Temporal Aggregation and Long Memory for Asset Price Volatility 0 0 0 1 1 2 3 17
Test Consistency with Varying Sampling Frequency 0 0 0 33 0 0 1 112
Testing for Changes in Forecasting Performance 0 3 7 12 1 4 17 29
Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component 0 0 1 6 1 1 4 68
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 1 8 163 0 4 21 404
Testing for Shifts in Trend With an Integrated or Stationary Noise Component 0 0 0 200 0 1 5 458
Testing for Trend in the Presence of Autoregressive Error: A Comment 0 0 1 10 0 0 1 58
Testing for a Unit Root in a Time Series with a Changing Mean 0 0 0 0 2 5 12 1,202
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions 0 0 0 0 0 4 11 755
Testing for common breaks in a multiple equations system 1 1 2 4 1 1 12 75
Testing jointly for structural changes in the error variance and coefficients of a linear regression model 0 0 1 2 0 0 15 52
Testing the random walk hypothesis: Power versus frequency of observation 1 1 10 234 2 6 43 665
Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework 0 0 1 39 0 0 1 142
The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model 0 0 0 30 0 0 1 125
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1 3 26 3,565 2 12 99 9,464
The HUMP-Shaped Behavior of Macroeconomic Fluctuations 0 0 0 0 0 0 0 188
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors 0 0 0 30 0 0 1 98
The effect of linear filters on dynamic time series with structural change 1 1 1 61 2 2 7 269
The effect of seasonal adjustment filters on tests for a unit root 0 0 0 172 0 0 8 409
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence 0 0 0 0 1 4 7 7
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 1 1 2 86 2 3 10 287
Time Series Methods Applied to Climate Change 0 0 0 20 0 0 0 58
Trends and random walks in macroeconomic time series: Further evidence from a new approach 0 2 11 738 1 4 33 1,367
Unit Roots and Structural Breaks 0 0 0 4 0 2 14 57
Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data 0 1 2 175 0 1 6 664
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses 1 7 13 447 1 8 36 1,077
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 0 2 8 337 0 3 25 966
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors 1 1 1 31 1 1 5 120
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 40 1 1 2 114
Total Journal Articles 33 86 309 18,323 129 323 1,500 60,434


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots 2 6 28 434 4 14 78 1,085
Trend, Unit Root and Structural Change in Macroeconomic Time Series 0 1 1 1 2 4 9 11
Total Chapters 2 7 29 435 6 18 87 1,096


Statistics updated 2022-09-05