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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~person:"Perron, Pierre"
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Estimation theory
8
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8
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6
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6
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4
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Perron, Pierre
Phillips, Peter C. B.
53
Linton, Oliver
31
Lee, Lung-fei
29
Su, Liangjun
25
Robinson, Peter M.
24
Taylor, Robert
22
Bahmani-Oskooee, Mohsen
21
Chen, Songnian
21
Gil-Alaña, Luis A.
21
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20
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19
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19
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19
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18
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18
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18
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17
Fan, Yanqin
16
Schmidt, Peter
16
Ghysels, Eric
15
Hsiao, Cheng
15
Koop, Gary
15
Leybourne, Stephen James
15
Pesaran, M. Hashem
15
Yu, Jun
15
Aït-Sahalia, Yacine
14
Sun, Yixiao
14
White, Halbert
14
Xiao, Zhijie
14
Andrews, Donald W. K.
13
Bai, Jushan
13
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13
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13
Inoue, Atsushi
13
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13
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13
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13
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12
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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6
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Cahier / Département de Sciences Économiques, Université de Montréal
3
Econometrics : open access journal
3
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3
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
2
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2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
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1
Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
1
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1
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1
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ECONIS (ZBW)
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1
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
2
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:
3
Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations
Hou, Jie
;
Perron, Pierre
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 309-328
Persistent link: https://www.econbiz.de/10010497755
Saved in:
4
Testing for common breaks in a multiple equations system
Oka, Tatsushi
;
Perron, Pierre
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10011974716
Saved in:
5
Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju
;
Perron, Pierre
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
Saved in:
6
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:
7
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre
;
Yabu, Tomoyoshi
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 56-69
Persistent link: https://www.econbiz.de/10003855082
Saved in:
8
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
Saved in:
9
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:
10
Structural breaks with deterministic and stochastic trends
Perron, Pierre
;
Zhu, Xiaokang
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 65-119
Persistent link: https://www.econbiz.de/10003172697
Saved in:
1
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