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subject:"Zeitreihenanalyse"
~isPartOf:"Cahier / Département de Sciences Économiques, Université de Montréal"
~isPartOf:"Computational economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of forecasting"
~isPartOf:"The econometrics journal"
~person:"Jong, Robert M. de"
~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
23
Theory
23
Estimation theory
12
Time series analysis
9
Structural break
3
Strukturbruch
3
Analysis of variance
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Varianzanalyse
2
Algorithm
1
Algorithmus
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Correlation
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Korrelation
1
Long-memory
1
Low-frequency volatility
1
Method of moments
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Numerical analysis
1
Numerisches Verfahren
1
Probability theory
1
Random Walk
1
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17
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2
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17
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2
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2
Non-commercial literature
2
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2
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English
19
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Jong, Robert M. de
Perron, Pierre
Phillips, Peter C. B.
17
Saikkonen, Pentti
14
Linton, Oliver
11
Franses, Philip Hans
10
Clements, Michael P.
9
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
Journal of forecasting
The econometrics journal
Journal of econometrics
8
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
Econometric Research Program research memorandum
3
International journal of forecasting
3
Annales d'économie et de statistique
2
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
Special issue on new developments in time series econometrics
2
Applied economics
1
CREATES research paper
1
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
1
Discussion paper / Center for Economic Research, Tilburg University
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
The review of economics and statistics
1
Tinbergen Institute research bulletin
1
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ECONIS (ZBW)
19
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1
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:
2
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:
3
Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Saved in:
4
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:
5
Further results on the asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
;
Wang, Chien-ho
- In:
Econometric theory
21
(
2005
)
2
,
pp. 413-430
Persistent link: https://www.econbiz.de/10002740750
Saved in:
6
Addendum to asymptotics for nonlinear transformations of integrated time series
Jong, Robert M. de
- In:
Econometric theory
20
(
2004
)
3
,
pp. 627-635
Persistent link: https://www.econbiz.de/10002068302
Saved in:
7
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:
8
The properties of Lp-GMM estimators
Jong, Robert M. de
;
Han, Chirok
- In:
Econometric theory
18
(
2002
)
2
,
pp. 491-504
Persistent link: https://www.econbiz.de/10001661310
Saved in:
9
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:
10
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
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