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Perron, Pierre's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
452 |
Total
Citations
240 |
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1.
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Qu, Zhongjun Boston University Perron, Pierre Boston University - Department of Economics
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Campbell, John Y. Harvard University - Department of Economics Perron, Pierre Boston University - Department of Economics
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86
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168
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3.
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Qu, Zhongjun Boston University Perron, Pierre Boston University - Department of Economics
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78
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Bayesian estimation, Structural change, Forecasting, Long-memory, State-space models, Latent process
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4.
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Kejriwal, Mohitosh Krannert School of Management, Purdue University Perron, Pierre Boston University - Department of Economics
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Change-point, Sequential procedure, Wald tests, Unit Roots, Cointegration
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5.
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Shiller, Robert J. Yale University - Cowles Foundation Perron, Pierre Boston University - Department of Economics
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41
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38
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6.
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A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component
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Perron, Pierre Boston University - Department of Economics Kejriwal, Mohitosh Krannert School of Management, Purdue University
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Posted:
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12 Mar 09
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Last Revised:
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17 Aug 10
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27
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Kejriwal, Mohitosh Krannert School of Management, Purdue University Perron, Pierre Boston University - Department of Economics
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Perron, Pierre Boston University - Department of Economics Kejriwal, Mohitosh Krannert School of Management, Purdue University
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12 Mar 09
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Last Revised:
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13 Mar 09
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26
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Structural Change, Sequential Procedure, Feasible GLS, Unit Root, Structural Breaks
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7.
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McCloskey, Adam Brown University - Department of Economics Perron, Pierre Boston University - Department of Economics
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22
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long-memory processes, semiparametric estimators, level shifts, structural
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8.
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Ng, Serena University of Michigan at Ann Arbor - Department of Economics Perron, Pierre Boston University - Department of Economics
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16
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9.
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Bai, Jushan New York University (NYU) - Department of Economics Perron, Pierre Boston University - Department of Economics
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16
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22
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10.
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Deng, Ai Boston University - Department of Economics Perron, Pierre Boston University - Department of Economics
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10
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11.
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Perron, Pierre Boston University - Department of Economics Vodounou, Cosme Institut National de la Statistique et de l'Analyse Economique (INSAE)
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Edgeworth expansion, Continuous-time asymptotics, Stochastic expansion, Distribution function, Autoregressive model
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12.
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Perron, Pierre Boston University - Department of Economics Cati, Regina Celia Boston University - Department of Economics Garcia, Marcio G. P. Pontifical Catholic University - Department of Economics
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Records 1 -
12
of 12 matches
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