Pierre Perron
CFDPs
| CFDP 795R | Peter C. B. Phillips, Pierre Perron, "Testing for a Unit Root in Time Series Regression," (July 1986, revised September 1987) [31pp, Abstract] (See: 706) | |
| CFDP 732 | Robert J. Shiller, Pierre Perron, "Testing the Random Walk Hypothesis: Power versus Frequency of Observation," (December 1984) [28pp, Abstract] |
CFPs
| CFP 706 | Peter C. B. Phillips, Pierre Perron, "Testing for a Unit Root in Time Series Regression," Biometrika, (June 1988), 75(2): 335-346 (See CFDP 795R) | |
| CFP 681 | Pierre Perron, Peter C. B. Phillips, "Does GNP Have a Unit Root?: A Re-evaluation," Economics Letters, (January 1987), 23(2): 139-145 |