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GLS detrending, efficient unit root tests and structural change · Study

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ArticleGLS detrending, efficient unit root tests and structural change

Pierre Perron Z2003

Article2003

GLS detrending, efficient unit root tests and structural change

Pierre Perron Z · Gabriel Rodrı́guez

180 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1982Trends and random walks in macroeconmic time series 1993Tests for Parameter Instability and Structural Change With Unknown Change Point

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2003Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time*2012Is there an environmental Kuznets curve for Spain? Fresh evidence from old data 2011The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests *2007Potential Pitfalls in Determining Multiple Structural Changes With an Application to Purchasing Power Parity 2003Tests for a change in persistence against the null of difference‐stationarity

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1994Chapter 46 Unit roots, structural breaks and trendschapter · 22 shared references 2007Unit Root Testingchapter · 22 shared references 2005Non-stationarity Tests in Macroeconomic Time Serieschapter · 19 shared references 2000The uncertain trend in U.S. GDParticle · 17 shared references 1996Structural change and unit rootsarticle · 16 shared references 1997Testing of unit root and other nonstationary hypotheses in macroeconomic time seriesarticle · 15 shared references

Details

Year2003

Typearticle

Published2003-04-30

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations180

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(03)00090-3

openalex_workW2146335013

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2020The prominence of renewable and non-renewable electricity generation on the environmental Kuznets curve: A case study of Ethiopia

2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND

2010Analyzing Factors Affecting U.S. Food Price Inflation