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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"
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Innovation
Asymmetrische Information
Portfolio selection
Time series analysis
Theorie
47
Theory
47
Zeitreihenanalyse
29
Estimation theory
12
Schätztheorie
12
Structural break
11
Strukturbruch
11
Forecasting model
7
Prognoseverfahren
7
Statistical theory
7
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7
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6
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6
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6
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5
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5
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5
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5
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5
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5
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4
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28
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Perron, Pierre
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Fabozzi, Frank J.
42
Korn, Ralf
30
Taylor, Robert
28
Escobar, Marcos
26
Li, Duan
26
Wong, Wing Keung
26
Koopman, Siem Jan
25
Caporale, Guglielmo Maria
24
Koop, Gary
24
Leybourne, Stephen James
24
Granger, C. W. J.
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Lucas, André
21
Malerba, Franco
21
Mukherjee, Arijit
21
Zagst, Rudi
21
Hong, Yongmiao
20
Jarrow, Robert A.
20
Markowitz, Harry
20
McAleer, Michael
20
Newbold, Paul
20
Prigent, Jean-Luc
20
Ghysels, Eric
19
Gupta, Rangan
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Mills, Terence C.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Hendry, David F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Wang, Ruodu
18
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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
The econometrics journal
2
Annales d'économie et de statistique
1
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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
1
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Research in economics : an international review of economics
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ECONIS (ZBW)
29
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11
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
Saved in:
12
Long-memory and level shifts in the volatility of stock market return indices
Perron, Pierre
;
Qu, Zhongjun
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
2
,
pp. 275-290
Persistent link: https://www.econbiz.de/10008736221
Saved in:
13
A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend
Deng, Ai
;
Perron, Pierre
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 423-447
Persistent link: https://www.econbiz.de/10003390163
Saved in:
14
Structural breaks with deterministic and stochastic trends
Perron, Pierre
;
Zhu, Xiaokang
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 65-119
Persistent link: https://www.econbiz.de/10003172697
Saved in:
15
Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
Saved in:
16
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
Saved in:
17
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
Saved in:
18
Estimation and inference in nearly unbalanced nearly cointegrated systems
Ng, Serena
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10001220088
Saved in:
19
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties
Perron, Pierre
- In:
The review of economic studies
63
(
1996
)
3
,
pp. 435-463
Persistent link: https://www.econbiz.de/10001201701
Saved in:
20
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
Saved in:
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