Pierre Perron

The Great Crash, the Oil Price Shock and the Unit Root Hypothesis
Computation and Analysis of Multiple Structural-change Models
Estimating and Testing Linear Models with Multiple Structural Changes
Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
Trends and Random Walks in Macroeconomic Time Series : Further Evidence from a New Approach
Further Evidence on Breaking Trend Functions in Macroeconomic Variables
Testing for a Unit Root in a Time Series with a Changing Mean
An Analysis of the Real Interest Rate Under Regime Shifts
GLS Detrending, Efficient Unit Root Tests and Structural Change
Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties
Test Consistency with Varying Sampling Frequency
Does GNP Have a Unit Root? : a Reevaluation
Unit Root Tests in ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag
A Continuous Time Approximation to the Unstable First-order Autoregressive Process : the Case Without an Intercept
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
A Test for Changes in a Polynomial Trend Function for a Dynamic Time Series
Searching for Additive Outliers in Nonstationary Time Series
The Effect of Seasonal Adjustment Filters on Tests for a Unit Root
The Exact Error in Estimating the Spectral Density at the Origin
A Continuous Time Approximation to the Stationary First-order Autoregressive Model
Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems
The Adequacy of Limiting Distributions in the AR(1) Model with Dependent Errors
The Calculation of the Limiting Distribution of the Least Squares Estimator in a Near-integrated Model
The Adequacy of Asymptotic Approximations in the Near-integrated Autoregressive Model with Dependent Errors
Sampling Interval and Estimated Betas : Implications for the Presence of Transitory Components in Stock Prices
An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
The Limiting Distribution of the Least Squares Estimator in Nearly Integrated Seasonal Models
The Effect of Linear Filters on Dynamic Time Series with Structural Change
The FCLT with Dependent Errors : an Helicopter Tour of the Quality of the Approximation
Tests of Joint Hypotheses for Time Series Regression with a Unit Root
Asymptotic Approximations in the Near-integrated Model with a Non-zero Initial Condition
Local Asymptotic Distributions Related to the AR(1) Model with Dependent Errors
Testing for a Unit Root in Time Series Regression