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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~person:"Perron, Pierre"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Schätztheorie
Zeitreihenanalyse
Theorie
48
Theory
48
Time series analysis
30
Estimation theory
12
Structural break
11
Strukturbruch
11
Forecasting model
7
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7
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38
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Perron, Pierre
Phillips, Peter C. B.
79
Franses, Philip Hans
59
Gil-Alaña, Luis A.
43
McAleer, Michael
37
Granger, C. W. J.
35
Lütkepohl, Helmut
35
Pesaran, M. Hashem
34
Andrews, Donald W. K.
32
Gouriéroux, Christian
32
Koop, Gary
30
Newey, Whitney K.
29
Ghysels, Eric
28
Hendry, David F.
28
Leybourne, Stephen James
28
Li, Qi
28
Taylor, Robert
28
Baltagi, Badi H.
27
Koopman, Siem Jan
27
Robinson, Peter M.
27
Harvey, Andrew C.
26
Caporale, Guglielmo Maria
25
Hassler, Uwe
25
Teräsvirta, Timo
25
Krämer, Walter
24
Mills, Terence C.
24
Swanson, Norman R.
24
Saikkonen, Pentti
23
Giles, David E. A.
22
Hecq, Alain W. J.
22
Lee, Lung-fei
22
Ohtani, Kazuhiro
22
Stock, James H.
22
Hong, Yongmiao
21
Horowitz, Joel
21
Härdle, Wolfgang
21
Newbold, Paul
21
Schmidt, Peter
21
Dufour, Jean-Marie
20
Haldrup, Niels
20
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Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
The econometrics journal
4
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
Annales d'économie et de statistique
1
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1
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1
Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
1
Economic time series with random walk and other nonstationary components
1
International economic review
1
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1
NBER macroeconomics annual
1
Quantitative finance
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Research in economics : an international review of economics
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
39
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39
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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
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