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Structural change

Structural change
Paper図書
editor, Pierre PerronWorld Scientificc2019
Other Libraries in Japan
  • Author HeadingPerron, Pierre

Time series econometrics : set

Time series econometrics : set
Paper図書
editor, Pierre PerronWorld Scientificc2019
Other Libraries in Japan
  • Author HeadingPerron, Pierre

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence

The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence
Digital文書・図像類
Perron, Pierre, 山本, 庸平Hitotsubashi Institute for Advanced Study, Hitotsubashi University2019-09
Available onlineOther Libraries in Japan
  • Author HeadingPerron, Pierre 山本, 庸平

Unit roots and trend breaks

Unit roots and trend breaks
Paper図書
editor, Pierre PerronWorld Scientificc2019
Other Libraries in Japan
  • Author HeadingPerron, Pierre

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model

Pitfalls of Two Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model
Digital文書・図像類
Perron, Pierre, 山本, 庸平Graduate School of Economics, Hitotsubashi University2019-04
Available onlineOther Libraries in Japan
  • Author HeadingPerron, Pierre 山本, 庸平

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model

Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model
Digital文書・図像類
Perron, Pierre, 山本, 庸平, Zhou, JingHitotsubashi Institute for Advanced Study, Hitotsubashi University2019-04
Available onlineOther Libraries in Japan
  • Author HeadingPerron, Pierre 山本, 庸平 Zhou, Jing

Testing for Changes in Forecasting Performance

Testing for Changes in Forecasting Performance
Digital文書・図像類
PERRON, Pierre, 山本, 庸平Graduate School of Economics, Hitotsubashi University2018-05
Available onlineOther Libraries in Japan
  • Author HeadingPERRON, Pierre 山本, 庸平

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions

Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions
Digital文書・図像類
山本, 庸平, Perron, PierreInstitute of Economic Research, Hitotsubashi University2012-10
Available onlineOther Libraries in Japan
  • Author Heading山本, 庸平 Perron, Pierre

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests

On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests
Digital文書・図像類
Perron, Pierre, 山本, 庸平Institute of Economic Research, Hitotsubashi University2012-11
Available onlineOther Libraries in Japan
  • Author HeadingPerron, Pierre 山本, 庸平

Hypothesis testing in time series regression with a unit root

Hypothesis testing in time series regression with a unit root
Paper図書
Perron, PierreU.M.I. Dissertation Information Service1986
Other Libraries in Japan
  • Author HeadingPerron, Pierre

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