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subject:"Risk"
type:"article"
~person:"Perron, Pierre"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Risk
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Zeitreihenanalyse
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48
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48
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30
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12
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12
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11
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Perron, Pierre
Franses, Philip Hans
61
Phillips, Peter C. B.
58
Gil-Alaña, Luis A.
48
Eeckhoudt, Louis R.
38
Gupta, Rangan
37
Chavas, Jean-Paul
34
Heckman, James J.
34
Gollier, Christian
33
Koop, Gary
32
Lütkepohl, Helmut
31
Viscusi, W. Kip
31
Caporale, Guglielmo Maria
30
Granger, C. W. J.
30
Koopman, Siem Jan
29
Diebold, Francis X.
28
Stock, James H.
28
Taylor, Robert
28
Engle, Robert F.
27
Fabozzi, Frank J.
27
Mills, Terence C.
26
Barnett, William A.
25
Ghysels, Eric
25
Swanson, Norman R.
25
Harvey, Andrew C.
24
Hendry, David F.
24
Leybourne, Stephen James
24
McAleer, Michael
23
Newbold, Paul
23
Serletis, Apostolos
23
Bollerslev, Tim
22
Hall, Robert Ernest
22
Hassler, Uwe
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Moosa, Imad A.
22
Teräsvirta, Timo
22
Christiano, Lawrence J.
21
Herwartz, Helmut
21
Pesaran, M. Hashem
21
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Journal of econometrics
3
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
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2
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1
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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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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
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Research in economics : an international review of economics
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ECONIS (ZBW)
30
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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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