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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
90
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55
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55
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Perron, Pierre
84
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9
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7
Ng, Serena
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5
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4
Vogelsang, Timothy J.
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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2
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3
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Cahier / Département de Sciences Économiques, Université de Montréal
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2
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2
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1
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ECONIS (ZBW)
90
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1
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:
2
On the usefulness or lack thereof of optimality criteria for structural change tests
Perron, Pierre
;
Yamamoto, Yohei
-
2012
Persistent link: https://www.econbiz.de/10009666607
Saved in:
3
A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS
Perron, Pierre
;
Yamamoto, Yohei
- In:
Econometric theory
30
(
2014
)
2
,
pp. 491-507
Persistent link: https://www.econbiz.de/10010399749
Saved in:
4
A test for changes in a polynominal trend function for a dynamic time series
Perron, Pierre
-
1991
Persistent link: https://www.econbiz.de/10000831361
Saved in:
5
Testing for a unit root in a time series with a changing mean
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787067
Saved in:
6
Test consistency with varying sampling frequency
Perron, Pierre
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000787072
Saved in:
7
Further evidence on breaking trend functions in macroeconomic variables
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000803464
Saved in:
8
Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre
- In:
Economic behaviour and policy choice under price …
,
(pp. 235-291)
.
1994
Persistent link: https://www.econbiz.de/10001292224
Saved in:
9
Trends and random walks in macroeconomic time series : further evidence from a new approach
Perron, Pierre
- In:
Journal of economic dynamics & control
12
(
1988
)
2
,
pp. 199-607
Persistent link: https://www.econbiz.de/10001269091
Saved in:
10
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
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