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~person:"Perron, Pierre"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Perron, Pierre
Gil-Alaña, Luis A.
163
Caporale, Guglielmo Maria
146
Phillips, Peter C. B.
146
Franses, Philip Hans
143
Koopman, Siem Jan
126
Lütkepohl, Helmut
111
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84
Pesaran, M. Hashem
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75
Teräsvirta, Timo
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Härdle, Wolfgang
69
McAleer, Michael
68
Kunst, Robert M.
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Swanson, Norman R.
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Gao, Jiti
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Marcellino, Massimiliano
62
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Granger, C. W. J.
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Johansen, Søren
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Maravall Herrero, Agustín
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54
Dijk, Herman K. van
53
Lucas, André
51
Feng, Yuanhua
50
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50
Engle, Robert F.
49
Hallin, Marc
49
Hendry, David F.
49
Bauwens, Luc
48
Lux, Thomas
48
Saikkonen, Pentti
48
Ghysels, Eric
47
Proietti, Tommaso
43
Chan, Joshua
42
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric Research Program research memorandum
3
Econometric theory
3
Journal of econometrics
3
The econometrics journal
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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Economic behaviour and policy choice under price stability : proceedings of a conference held at the Bank of Canada, October 1993
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Economic time series with random walk and other nonstationary components
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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
Residuals-based tests for
cointegration
with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
4
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:
5
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
Saved in:
6
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
7
A note on Johansen's
cointegration
procedure when trends are present
Perron, Pierre
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 777-789
Persistent link: https://www.econbiz.de/10001331520
Saved in:
8
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:
9
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:
10
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
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