//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
~person:"Perron, Pierre"
~subject:"Statistical theory"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Statistical theory
Theorie
48
Theory
48
Zeitreihenanalyse
30
Estimation theory
12
Schätztheorie
12
Structural break
11
Strukturbruch
11
Forecasting model
7
Prognoseverfahren
7
Statistische Methodenlehre
7
Structural change
6
Volatility
6
Volatilität
6
Einheitswurzeltest
5
State space model
5
Statistical test
5
Statistischer Test
5
Unit root test
5
Zustandsraummodell
5
Business cycle
4
Konjunktur
4
Strukturwandel
4
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Kapitaleinkommen
3
Simulation
3
Bias
2
Estimation
2
Forecast
2
Forecasting
2
Induktive Statistik
2
Long-memory
2
Macroeconomics
2
Makroökonomik
2
Prognose
2
Random level shifts
2
Schätzung
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
29
French
1
Author
All
Perron, Pierre
Franses, Philip Hans
57
Phillips, Peter C. B.
56
Gil-Alaña, Luis A.
42
Lütkepohl, Helmut
30
Granger, C. W. J.
28
Taylor, Robert
28
Koop, Gary
27
Ghysels, Eric
26
Koopman, Siem Jan
26
Leybourne, Stephen James
24
Harvey, Andrew C.
23
Mills, Terence C.
23
Pesaran, M. Hashem
23
Caporale, Guglielmo Maria
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
McAleer, Michael
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hendry, David F.
21
Newbold, Paul
21
Swanson, Norman R.
20
Petropoulos, Fotios
18
Stock, James H.
18
Hyndman, Rob J.
17
Proietti, Tommaso
17
Robinson, Peter M.
17
Clements, Michael P.
16
Engle, Robert F.
16
Haldrup, Niels
16
Johansen, Søren
16
Peña, Daniel
16
Saikkonen, Pentti
16
Assimakopoulos, V.
15
Chan, Joshua
15
King, Maxwell L.
15
Lucas, André
15
Makridakis, Spyros G.
15
Dufour, Jean-Marie
14
more ...
less ...
Published in...
All
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
The econometrics journal
2
Annales d'économie et de statistique
1
Applied economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
International economic review
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
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->