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subject:"General equilibrium"
type_genre:"Article in journal"
~person:"Perron, Pierre"
~subject:"Time series analysis"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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General equilibrium
Time series analysis
Theorie
56
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14
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14
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13
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Perron, Pierre
Franses, Philip Hans
105
Gil-Alaña, Luis A.
103
Phillips, Peter C. B.
103
Koopman, Siem Jan
82
Caporale, Guglielmo Maria
73
Koop, Gary
55
Lütkepohl, Helmut
55
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52
Härdle, Wolfgang
51
Maravall Herrero, Agustín
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49
Teräsvirta, Timo
49
McAleer, Michael
48
Pesaran, M. Hashem
47
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41
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40
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39
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38
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37
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35
Saikkonen, Pentti
34
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33
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33
Hallin, Marc
32
Hecq, Alain W. J.
32
Johansen, Søren
32
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31
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31
Herings, Peter Jean-Jacques
31
Lux, Thomas
31
Proietti, Tommaso
30
Rutherford, Thomas F.
30
Granger, C. W. J.
29
Haldrup, Niels
29
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28
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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2
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2
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2
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ECONIS (ZBW)
34
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1
Forecasting in the presence of in-sample and out-of-sample breaks
Xu, Jiawen
;
Perron, Pierre
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3001-3035
Persistent link: https://www.econbiz.de/10014329022
Saved in:
2
The great moderation : updated evidence with joint tests for multiple structural changes in variance and persistence
Perron, Pierre
;
Yamamoto, Yohei
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1193-1218
Persistent link: https://www.econbiz.de/10012819527
Saved in:
3
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
4
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro
;
Perron, Pierre
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
Saved in:
6
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
7
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
-
2012
Persistent link: https://www.econbiz.de/10009666607
Saved in:
8
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
9
Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
Saved in:
10
Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Perron, Pierre
;
Xu, Jiawen
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 891-892
Persistent link: https://www.econbiz.de/10011621864
Saved in:
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