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subject:"Innovation"
type_genre:"Sammlung"
~person:"Perron, Pierre"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~subject:"United States"
~type_genre:"Article in journal"
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Innovation
Asymmetrische Information
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United States
Theorie
47
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47
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29
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12
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12
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11
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11
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Perron, Pierre
Phillips, Peter C. B.
58
Franses, Philip Hans
56
Gil-Alaña, Luis A.
51
Fabozzi, Frank J.
47
Caporale, Guglielmo Maria
31
Heckman, James J.
31
Jarrow, Robert A.
30
Koop, Gary
30
Korn, Ralf
30
Gupta, Rangan
29
Koopman, Siem Jan
28
Taylor, Robert
28
Wong, Wing Keung
28
Engle, Robert F.
27
Diebold, Francis X.
26
Escobar, Marcos
26
Granger, C. W. J.
26
Li, Duan
26
Leybourne, Stephen James
24
Swanson, Norman R.
24
Acemoglu, Daron
23
Campbell, John Y.
23
Chavas, Jean-Paul
23
Harvey, Andrew C.
23
Lo, Andrew W.
23
Lütkepohl, Helmut
23
McAleer, Michael
23
Ghysels, Eric
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Lucas, André
22
Malerba, Franco
22
Mills, Terence C.
22
Newbold, Paul
22
Batabyal, Amitrajeet A.
21
Bollerslev, Tim
21
Hendry, David F.
21
Mukherjee, Arijit
21
Pesaran, M. Hashem
21
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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
2
International journal of forecasting
2
Special issue on new developments in time series econometrics
2
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2
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1
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1
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1
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1
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1
NBER macroeconomics annual
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ECONIS (ZBW)
29
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1
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29
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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
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:
8
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:
9
Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre
;
Wada, Tatsuma
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10011631146
Saved in:
10
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
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