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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~person:"Perron, Pierre"
~subject:"Forecasting model"
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Perron, Pierre
Diebold, Francis X.
150
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120
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117
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102
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67
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65
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65
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62
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58
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57
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57
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56
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55
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53
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51
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51
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48
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48
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48
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46
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45
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44
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44
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43
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42
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41
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40
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40
West, Kenneth D.
40
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39
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39
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37
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36
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4
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4
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3
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3
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2
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2
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2
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1
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ECONIS (ZBW)
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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
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
-
2018
Persistent link: https://www.econbiz.de/10011962445
Saved in:
3
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:
4
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:
5
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:
6
Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
-
2011
Persistent link: https://www.econbiz.de/10009228960
Saved in:
7
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:
8
Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 893-894
Persistent link: https://www.econbiz.de/10011621879
Saved in:
9
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:
10
Estimating and testing structural changes in multivariate regressions
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
2
,
pp. 459-502
Persistent link: https://www.econbiz.de/10003462410
Saved in:
11
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
12
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
13
Asymptotic approximations in the near-integrated model with a non-zero initial condition
Perron, Pierre
;
Vodounou, Cosmé
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 143-169
Persistent link: https://www.econbiz.de/10001612310
Saved in:
14
Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J.
- In:
International economic review
39
(
1998
)
4
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
Saved in:
15
An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre
;
Ng, Serena
- In:
Econometric theory
14
(
1998
)
5
,
pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
Saved in:
16
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
Saved in:
17
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:
18
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
Perron, Pierre
- In:
Journal of econometrics
70
(
1996
)
2
,
pp. 317-350
Persistent link: https://www.econbiz.de/10001192345
Saved in:
19
Estimation and inference in nearly unbalanced, nearly cointegrated systems
Ng, Serena
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001512729
Saved in:
20
Estimating and testing linear models with multiple structural changes
Bai, Jushan
;
Perron, Pierre
-
1995
Persistent link: https://www.econbiz.de/10001513164
Saved in:
21
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre
- In:
Revista de econometria
13
(
1993
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
Saved in:
22
The HUMP-shaped behavior of macroeconomic fluctuations
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 707-727
Persistent link: https://www.econbiz.de/10001331524
Saved in:
23
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
Saved in:
24
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
25
Test consistency with varying sampling frequency
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
Saved in:
26
A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
2
,
pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
Saved in:
27
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
Saved in:
28
Pitfalls and opportunities : what macroeconomists should know about unit roots
Campbell, John Y.
- In:
NBER macroeconomics annual
(
1991
),
pp. 141-201
Persistent link: https://www.econbiz.de/10001129303
Saved in:
29
Testing for a unit root in a time series with a changing mean
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10001086821
Saved in:
30
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
Saved in:
31
The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre
- In:
Econometric theory
5
(
1989
)
2
,
pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
Saved in:
32
The great crash, the oil price shock, and the unit root hypothesis
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
6
,
pp. 1361-1401
Persistent link: https://www.econbiz.de/10001078849
Saved in:
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