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subject:"Time series analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Perron, Pierre"
~person:"Saikkonen, Pentti"
~subject:"Schätztheorie"
~subject:"Statistischer Test"
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Time series analysis
Schätztheorie
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Perron, Pierre
Saikkonen, Pentti
Ghysels, Eric
8
Harvey, Andrew C.
6
Leybourne, Stephen James
6
Gregory, Allan W.
5
Hall, Alastair R.
5
Taylor, Robert
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric theory
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
The econometrics journal
7
Journal of econometrics
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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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Bank of Finland research discussion papers
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Econometric Research Program research memorandum
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International journal of forecasting
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Cahier / Département de Sciences Économiques, Université de Montréal
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Discussion papers / Helsinki Center of Economic Research : discussion paper
2
EUI working paper / ECO
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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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Koç University - TÜSİAD Economic Research Forum working paper series
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Nonparametric dynamic modelling
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Special issue on new developments in time series econometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annales d'économie et de statistique
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Applied economics
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CREATES research paper
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Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
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DIW Berlin Discussion Paper
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Department of Economics discussion paper series / University of Oxford
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economic time series with random walk and other nonstationary components
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Economics letters
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Global COE Hi-Stat discussion paper series
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HEER (Helsinki Center of Economic Research) Discussion Paper
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IMES discussion paper series / Englische Ausgabe
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International economic review
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Krannert working paper series
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Macroeconomic dynamics
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NBER macroeconomics annual
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ECONIS (ZBW)
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1
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
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2
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:
3
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
4
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
Saved in:
5
Testing for a unit root in a time series with a changing mean
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10001086821
Saved in:
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