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subject:"Time series analysis"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Perron, Pierre"
~person:"Taylor, Robert"
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Time series analysis
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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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
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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
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