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subject:"Welt"
type:"article"
~person:"Mills, Terence C."
~person:"Perron, Pierre"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Welt
Time series analysis
Theorie
82
Theory
82
Zeitreihenanalyse
47
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19
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19
Estimation theory
17
Schätztheorie
17
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47
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Mills, Terence C.
Perron, Pierre
Phillips, Peter C. B.
55
Franses, Philip Hans
54
Gil-Alaña, Luis A.
42
Taylor, Robert
28
Koopman, Siem Jan
25
Leybourne, Stephen James
25
Koop, Gary
24
Caporale, Guglielmo Maria
23
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
21
Harvey, Andrew C.
21
Hong, Yongmiao
21
Newbold, Paul
20
Ghysels, Eric
19
Hassler, Uwe
18
Hendry, David F.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Hyndman, Rob J.
17
McAleer, Michael
17
Teräsvirta, Timo
17
Gupta, Rangan
16
Herwartz, Helmut
16
Makridakis, Spyros G.
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Engle, Robert F.
15
Haldrup, Niels
15
Lucas, André
15
Marcellino, Massimiliano
15
Moosa, Imad A.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Stock, James H.
15
Hallin, Marc
14
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Bulletin of economic research
3
Econometric theory
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Applied economics
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
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International journal of forecasting
2
Journal of economic surveys
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2
Special issue on new developments in time series econometrics
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Annales d'économie et de statistique
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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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Explorations in economic history : EEH
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International economic review
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International journal of finance & economics : IJFE
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Journal of the Royal Statistical Society
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NBER macroeconomics annual
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Oxford bulletin of economics and statistics
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Research in economics : an international review of economics
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Revista de econometria
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The Manchester School of Economic and Social Studies
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The review of economic studies
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ECONIS (ZBW)
47
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1
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47
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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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