Estimating deterministic trends with an integrated or stationary noise component
By Pierre Perron, Tomoyoshi Yabu. 2009
145 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/d3a6bd10beb903ce5a61001930c28214eaece0ed
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- David I. Harvey
- S. Leybourne
- Alan M. Taylor
- Pierre Perron
- Robert J. Taylor
- Tomoyoshi Yabu
- D. Harris
- Giuseppe Cavaliere
In Finance
- David I. Harvey
- S. Leybourne
- Pierre Perron
- Alan M. Taylor
- Tomoyoshi Yabu
- Robert J. Taylor
- D. Harris
- Giuseppe Cavaliere
In Statistics and Probability
- David I. Harvey
- S. Leybourne
- Alan M. Taylor
- Pierre Perron
- Tomoyoshi Yabu
- Robert J. Taylor
- D. Harris
- Giuseppe Cavaliere
Citations in the corpus
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009, methodology): “In contrast, Carrion-i-Silvestre et al. (2009) adopt the trend break test of Perron and Yabu (2009).”
- Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009, methodology): “Perron and Yabu (2009) proved that (a) T1/2(α̂S − α) →d N(0,1 − α2) when |α| 1 and (b) T(α̂S − 1) →p 0 when α = 1.”