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~isPartOf:"Journal of econometrics"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
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Search: person:"Perron, Pierre"
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Perron, Pierre
35
Kim, Dukpa
7
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3
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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:
4
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
5
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:
6
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:
7
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:
8
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa
;
Perron, Pierre
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003813076
Saved in:
9
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:
10
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Kim, Dukpa
;
Perron, Pierre
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 26-51
Persistent link: https://www.econbiz.de/10003833721
Saved in:
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