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~person:"Perron, Pierre"
~subject:"Prognoseverfahren"
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Search: subject:"Time series analysis"
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Prognoseverfahren
Time series analysis
82
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24
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Perron, Pierre
Hyndman, Rob J.
68
Franses, Philip Hans
65
Ravazzolo, Francesco
53
Gupta, Rangan
50
Marcellino, Massimiliano
50
Pesaran, M. Hashem
49
Koop, Gary
48
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45
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43
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41
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37
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36
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34
Hendry, David F.
33
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31
Clark, Todd E.
28
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27
Kunst, Robert M.
27
Makridakis, Spyros G.
25
Schorfheide, Frank
25
Stock, James H.
25
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24
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24
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24
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23
Proietti, Tommaso
23
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22
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22
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22
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22
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22
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22
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21
Huber, Florian
21
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20
Mitchell, James
20
Moosa, Imad A.
20
Pettenuzzo, Davide
20
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20
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International journal of forecasting
2
Applied economics
1
CREATES research paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
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