1. A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models. (3rd July 2018) Authors: Chang, Seong Yeon; Perron, Pierre Journal: Econometric reviews Issue: Volume 37:Number 6(2018) Page Start: 577 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS. (10th October 2013) Authors: Perron, Pierre; Yamamoto, Yohei Journal: Econometric theory Issue: Volume 30:Number 2(2014:Apr.) Page Start: 491 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. Issue 3 (October 2013) Authors: Qu, Zhongjun; Perron, Pierre Journal: Econometrics journal Issue: Volume 16:Issue 3(2013) Page Start: 309 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A two‐step procedure for testing partial parameter stability in cointegrated regression models. (13th July 2021) Authors: Kejriwal, Mohitosh; Perron, Pierre; Yu, Xuewen Journal: Journal of time series analysis Issue: Volume 43:Number 2(2022) Page Start: 219 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (6th May 2020) Authors: Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre Journal: Journal of time series analysis Issue: Volume 41:Number 5(2020) Page Start: 676 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Causality from long‐lived radiative forcings to the climate trend. Issue 1 (25th July 2018) Authors: Estrada, Francisco; Perron, Pierre Other Names: Gimeno Luis guestEditor. Journal: Annals of the New York Academy of Sciences Issue: Volume 1436:Issue 1(2019) Page Start: 195 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Combining long memory and level shifts in modelling and forecasting the volatility of asset returns. Issue 3 (4th March 2018) Authors: Varneskov, Rasmus T.; Perron, Pierre Journal: Quantitative finance Issue: Volume 18:Issue 3(2018) Page Start: 371 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Disentangling the trend in the warming of urban areas into global and local factors. Issue 1 (16th September 2021) Authors: Estrada, Francisco; Perron, Pierre Other Names: Gimeno Luis guestEditor. Journal: Annals of the New York Academy of Sciences Issue: Volume 1504:Issue 1(2021) Page Start: 230 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Estimating and testing multiple structural changes in linear models using band spectral regressions. Issue 3 (October 2013) Authors: Yamamoto, Yohei; Perron, Pierre Journal: Econometrics journal Issue: Volume 16:Issue 3(2013) Page Start: 400 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures†. (26th July 2017) Authors: Estrada, Francisco; Perron, Pierre Other Names: Perron Pierre guestEditor.; Zorita Eduardo guestEditor. Journal: Journal of time series analysis Issue: Volume 38:Number 5(2017:Sep.) Page Start: 711 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗