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• Pierre Perron

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Paper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 363.

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Length: 27 pages
Date of creation: 1991
Date of revision:
Handle: RePEc:fth:prinem:363

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Keywords: economic models ; econometrics;

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1. Ai Deng & Pierre Perron, 2005. "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series WP2005-047, Boston University - Department of Economics. [Downloadable!]
   Other versions:
   • Ai Deng & Pierre Perron, 2007. "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series WP2007-019, Boston University - Department of Economics. [Downloadable!]
   • Deng, Ai & Perron, Pierre, 2008. "A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January. [Downloadable!] (restricted)
2. Donald W.K. Andrews & Werner Ploberger, 1993. "Admissibility of the Likelihood Ratio Test When a Nuisance Parameter Is Present OnlyUnder the Alternative," Cowles Foundation Discussion Papers 1058, Cowles Foundation, Yale University. [Downloadable!]
3. Serena Ng & Timothy Vogelsang, 2002. "Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 353-381. [Downloadable!] (restricted)
   Other versions:
   • Serena Ng & Timothy J. Vogelsang, 1997. "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics 379, Boston College Department of Economics. [Downloadable!]
4. T.J. Vogelsang & P.H. Franses, 2001. "Testing for common deterministic trend slopes," Econometric Institute Report 224, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   Other versions:
   • Vogelsang, Timothy J. & Franses, Philip Hans, 2001. "Testing for Common Deterministic Trend Slopes," Working Papers 01-15, Cornell University, Center for Analytic Economics. [Downloadable!]
   • Vogelsang, T.J. & Franses, Ph.H.B.F., 2001. "Testing for common deterministic trend slopes," Econometric Institute Report EI 2001-16 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
   • Vogelsang, Timothy J. & Franses, Philip Hans, 2005. "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, vol. 126(1), pages 1-24, May. [Downloadable!] (restricted)

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