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subject:"Innovation"
type_genre:"Sammlung"
~person:"Perron, Pierre"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Innovation
Asymmetrische Information
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Time series analysis
Theorie
56
Theory
56
Zeitreihenanalyse
34
Estimation theory
14
Schätztheorie
14
Structural break
13
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13
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9
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Perron, Pierre
Gil-Alaña, Luis A.
111
Franses, Philip Hans
105
Phillips, Peter C. B.
102
Koopman, Siem Jan
88
Caporale, Guglielmo Maria
80
Lucas, André
68
Härdle, Wolfgang
64
Pesaran, M. Hashem
60
Koop, Gary
56
Sibbertsen, Philipp
56
Lütkepohl, Helmut
55
McAleer, Michael
54
Maravall Herrero, Agustín
50
Teräsvirta, Timo
49
Hyndman, Rob J.
48
Platen, Eckhard
47
Kunst, Robert M.
46
Swanson, Norman R.
45
Timmermann, Allan
45
Fabozzi, Frank J.
44
Marcellino, Massimiliano
44
Vives, Xavier
44
Dijk, Herman K. van
42
Gouriéroux, Christian
42
Schmid, Wolfgang
40
Harvey, Andrew C.
39
Aghion, Philippe
37
Hassler, Uwe
37
Taylor, Robert
35
Campbell, John Y.
34
Engle, Robert F.
34
Gollier, Christian
34
Kerschbamer, Rudolf
34
Korn, Ralf
34
Saikkonen, Pentti
34
Feng, Yuanhua
33
Hallin, Marc
33
Uppal, Raman
33
Bauwens, Luc
32
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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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Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic time series with random walk and other nonstationary components
1
Global COE Hi-Stat discussion paper series
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IMES discussion paper series / Englische Ausgabe
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International economic review
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NBER macroeconomics annual
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Research in economics : an international review of economics
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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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