P Perron - Palgrave handbook of econometrics, 2006 - eco.uc3m.es
This chapter is concerned with methodological issues related to estimation, testing and computation in the context of structural changes in the linear models. A central theme of the …
Perron (1989, Econometrica 57, 1361–1401) introduced unit root tests valid when a break at a known date in the trend function of a time series is present. In particular, they allow a break …
D Kim, P Perron - Journal of econometrics, 2009 - Elsevier
Perron [Perron, P., 1989. The great crash, the oil price shock and the unit root hypothesis. Econometrica 57, 1361–1401] introduced a variety of unit root tests that are valid when a …
The increase in greenhouse gas emission has a major global issue, catching the attention of the researcher and policymakers around the world. The combustion of fossil fuel is the main …
To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The …
This paper assesses the quantitative impact of government interventions on deaths related to the first COVID-19 outbreak. Using daily data for 32 countries and relying on the …
We employ the recently developed LM and RALS-LM unit root tests that allow for endogenously determined structural breaks to study stochastic convergence in relative per …
The role of the interest and exchange rates in sustaining economic growth has been a highly researched subject. Therefore, this study examines the influence of the monetary policy …
This paper studies stochastic convergence of per capita CO 2 emissions in 28 OECD countries for the 1901–2009 period. The analysis is carried out at two aggregation levels …