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subject:"Zeitreihenanalyse"
~isPartOf:"Cahier / Département de Sciences Économiques, Université de Montréal"
~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Perron, Pierre"
~subject:"Consumer goods"
~subject:"Neuronale Netze"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
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Zeitreihenanalyse
Consumer goods
Neuronale Netze
Portfolio-Management
Prognoseverfahren
Schätztheorie
Theorie
16
Theory
16
Time series analysis
8
Estimation theory
7
Structural break
5
Strukturbruch
5
Statistical test
3
Statistischer Test
3
Structural change
3
Strukturwandel
3
State space model
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
Algorithm
1
Algorithmus
1
Analysis of variance
1
Bayes-Statistik
1
Bayesian inference
1
Business cycle
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Forecast
1
Forecasting
1
Forecasting model
1
Geldpolitik
1
Induktive Statistik
1
Instabilities
1
Joint tests
1
Konjunktur
1
Long-memory
1
Low-frequency volatility
1
Mixture Kalman filter
1
Monetary policy
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Multiple structural changes
1
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2
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2
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English
13
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Perron, Pierre
Phillips, Peter C. B.
17
Saikkonen, Pentti
14
Linton, Oliver
11
Franses, Philip Hans
10
Clements, Michael P.
9
Jong, Robert M. de
8
Lee, Lung-fei
8
Lütkepohl, Helmut
7
Park, Joon Y.
7
Chambers, Marcus J.
6
Chen, Cathy W. S.
6
Dufour, Jean-Marie
6
García-Ferrer, Antonio
6
Gupta, Rangan
6
Hong, Yongmiao
6
Li, Qi
6
Taylor, Robert
6
White, Halbert
6
Baltagi, Badi H.
5
Brooks, Chris
5
Choi, In
5
Ghysels, Eric
5
Hendry, David F.
5
Hidalgo, Javier
5
Horváth, Lajos
5
Härdle, Wolfgang
5
Johansen, Søren
5
Knight, John L.
5
Leybourne, Stephen James
5
Ng, Serena
5
Robinson, Peter M.
5
Satchell, Stephen
5
Wooldridge, Jeffrey M.
5
Abadir, Karim Maher
4
Andrews, Donald W. K.
4
Bai, Jushan
4
Bierens, Herman J.
4
Davidson, James E. H.
4
Fan, Yanqin
4
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Cahier / Département de Sciences Économiques, Université de Montréal
Computational economics
Econometric theory
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
The econometrics journal
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
Econometric Research Program research memorandum
3
International journal of forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Special issue on new developments in time series econometrics
2
Annales d'économie et de statistique
1
Applied economics
1
CREATES research paper
1
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Econometric reviews
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
Global COE Hi-Stat discussion paper series
1
IMES discussion paper series / Englische Ausgabe
1
International economic review
1
Journal of applied econometrics
1
NBER macroeconomics annual
1
Quantitative finance
1
Research in economics : an international review of economics
1
Revista de econometria
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economic studies
1
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ECONIS (ZBW)
13
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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
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:
5
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:
6
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
7
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre
;
Vodounou, Cosmé
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Saved in:
8
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:
9
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
10
Estimating and testing linear models with multiple structural changes
Bai, Jushan
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001513164
Saved in:
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