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~person:"Lu, Yang K."
~person:"Ng, Serena"
~subject:"Kapitaleinkommen"
~subject:"Theory"
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Search: person:"Perron, Pierre"
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Kapitaleinkommen
Theory
Time series analysis
7
Zeitreihenanalyse
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Schätztheorie
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Lu, Yang K.
Ng, Serena
Perron, Pierre
65
Qu, Zhongjun
5
Xu, Jiawen
5
Bai, Jushan
4
Vogelsang, Timothy J.
4
Yamamoto, Yohei
4
Campbell, John Y.
3
Rodriguez, Gabriel
3
Vodounou, Cosmé
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Blasques, Francisco
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Casini, Alessandro
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Deng, Ai
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Kejriwal, Mohitosh
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Kim, Dukpa
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Koopman, Siem Jan
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Lucas, André
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Varneskov, Rasmus Tangsgaard
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Zhou, Jing
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Łasak, Katarzyna
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Andreou, Elena
1
Carrion i Silvestre, Josep Lluís
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Estrada, Francisco
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Forbes, Catherine Scipione
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Ghysels, Eric
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Li, Ye
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Mallet, Sylvie
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Oka, Tatsushi
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Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric theory
1
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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Journal of econometrics
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Journal of empirical finance
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The review of economic studies
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ECONIS (ZBW)
6
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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
2
Lag length selection and the construction of unit root tests with good size and power
Ng, Serena
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
Saved in:
3
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:
4
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:
5
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:
6
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
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