Unit Roots and Structural Breaks

by Pierre Perron
Published 2017-05-01

Temporal Aggregation and Long Memory for Asset Price Volatility

by Pierre Perron, Wendong Shi
Published 2020-08-01

GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural

by Pierre Perron, Gabriel Rodríguez
Published 2012-06-01

Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model

by Pierre Perron, Yohei Yamamoto
Published 2019-05-01

Breaks, Trends and the Attribution of Climate Change: A Time-Series Analysis

by Francisco Estrada, Pierre Perron
Published 2019-09-01

Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses

by Seong Yeon Chang, Pierre Perron
Published 2017-01-01

Spatial variations in the warming trend and the transition to more severe weather in midlatitudes

by Francisco Estrada, Dukpa Kim, Pierre Perron
Published 2021-01-01

A time-series analysis of the 20th century climate simulations produced for the IPCC's Fourth Assessment Report.

by Francisco Estrada, Pierre Perron, Carlos Gay-García, Benjamín Martínez-López
Published 2013-01-01