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30篇 您的检索式：作者名="Perron Pierre"

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	题名	作者	年代	出处	被引量
1	The Great Crash,the Oil Price Shock,and the Unit Root Hypothesis显示文摘	PERRON PIERRE	1989	Econometrica1989，157，14：	1
2	Lag length selection and the construction of unit root tests with good size and power显示文摘	Ng Serena & Pierre Perron	2001	Econometrica2001，69，6：	1
3	Testing for Shifts in Trend With an Integrated or Stationary Noise Component 显示文摘	Pierre Perron Tomoyoshi Yabu	2009	Journal of Business and Economic Statistics2009，，3：	1
4	The Great Crash,the Oil Price Shock and the Unit Root Hypothesis显示文摘	Perron Pierre	1989	Econometrica1989，，11：	1
5	Does GNP Have a Unit Root?显示文摘	Perron Pierre Phillips P C B	1987	Economics Letters1987，，2：	1
6	Testing for a Unit Root in a Time Series With a Changing Mean显示文摘	Perron Pierre	1990	Journal of Business and EconomicStatistics1990，，8：	1
7	Further Evidence on Breaking Trend Functions in Macroeconomic Variables显示文摘	Perron Pierre	1997	Journal of Econometrics1997，，10：	1
8	The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis显示文摘	Perron Pierre	1989	Eeonometrica1989，，6：	1
9	Further evidence on breaking trend functions in macroeconomic variables显示文摘	Pierre Perron	1997	Journal of Econometrics1997，，2：	1
10	Estimating and Testing Linear Models with Multiple Structural Changes显示文摘	Bai B Y Jushan Pierre Perron	1998	Econometrica1998，66，1：	1
11	Lag length Selection and the Construction of Unit Root Tests with Good Size and Power显示文摘	Ng Serena & Pierre Perron	2001	Econometrica2001，69，6：	1
12	An Analysis of the Real Interest Rate under Regime Shifts显示文摘	Garcia Rene Perron Pierre	1996	The Review of Economics and Statistics1996，78，1：	1
13	An analysis of the real interest rate under regime shifts显示文摘	Garcia Rene Pierre Perron	1996	Review of Economics and Statistics1996，78，：	1
14	Lag length selection and the construction of trait root tests with good size and power 显示文摘	Ng Serena & Pierre Perron	2001	Econometrica2001，69，6：	1
15	Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power显示文摘	Ng Serena Pierre Perron	2001	Econometrica2001，69，6：	1
16	The GreatCrash,the oil Priceshock,and the Unit root Hypothesis 显示文摘	Perron Pierre	1989	Econometrica1989，，57：	1
17	A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices显示文摘	Zhongjun Qu Pierre Perron	2013	The Econometrics Journal2013，，3：	1
18	Estimating and Testing Linear Models with Multiple Structural Changes显示文摘	Jushan Bai Pierre Perron	1998	Econometrica1998，66，1：	1
19	The limit distribution of the estimates in cointegrated regression models with multiple structural changes显示文摘	Mohitosh Kejriwal Pierre Perron	2008	Journal of Econometrics2008，，1：	1
20	estimating deterministic trends with an integrated or stationary noise component 显示文摘	Pierre Perron Tomoyoshi Yabu	2009	Journal of Econometrics2009，151，：	1

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