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Pierre Perron
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Cited by
Year
Prewhitened long-run variance estimation robust to nonstationarity
A Casini, P Perron
Journal of Econometrics 242 (1), 105794, 2024
11*2024
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits
Z Qu, J Yoon, P Perron
Review of Economics and Statistics 106 (2), 521-541, 2024
12024
On the persistence of near‐surface temperature dynamics in a warming world
F Estrada, P Perron, Y Yamamoto
Annals of the New York Academy of Sciences 1531 (1), 69-83, 2024
2024
Forecasting in the presence of in-sample and out-of-sample breaks
J Xu, P Perron
Empirical Economics 64 (6), 3001-3035, 2023
12*2023
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
F Belotti, A Casini, L Catania, S Grassi, P Perron
Econometric Reviews 42 (3), 281-306, 2023
52023
Supplement to “Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings”
F Belotti, A Casini, L Catania, S Grassi, P Perron
2023
Anthropogenic influence on extremes and risk hotspots
F Estrada, P Perron, Y Yamamoto
Scientific Reports 13 (1), 35, 2023
192023
Robust testing of time trend and mean with unknown integration order errors
SY Chang, P Perron, J Xu
Journal of Statistical Computation and Simulation 92 (17), 3561-3582, 2022
2*2022
Feasible GLS for Time Series Regression
P Perron, E González-Coya
Manuscript, Department of Economics, Boston University, 2022
22022
Estimation in the Presence of Heteroskedasticty of Unknown Form: A Lasso-based Approach
E González-Coya, P Perron
12022
A two‐step procedure for testing partial parameter stability in cointegrated regression models
M Kejriwal, P Perron, X Yu
Journal of Time Series Analysis 43 (2), 219-237, 2022
22022
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence
P Perron, Y Yamamoto
Empirical Economics 62 (3), 1193-1218, 2022
102022
Generalized Laplace inference in multiple change-points models
A Casini, P Perron
Econometric Theory 38 (1), 35-65, 2022
162022
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
P Perron, Y Yamamoto
Journal of Time Series Analysis, 43, 389-411, 2022
22022
Disentangling the trend in the warming of urban areas into global and local factors
F Estrada, P Perron
Annals of the New York Academy of Sciences 1504 (1), 230-246, 2021
152021
Continuous record Laplace-based inference about the break date in structural change models
A Casini, P Perron
Journal of Econometrics 224 (1), 3-21, 2021
192021
Change-point analysis of time series with evolutionary spectra
A Casini, P Perron
arXiv preprint arXiv:2106.02031, 2021
92021
Theory of low frequency contamination from nonstationarity and misspecification: Consequences for HAR inference
A Casini, T Deng, P Perron
arXiv preprint arXiv:2103.01604, 2021
142021
Anthropogenic influence in observed regional warming trends and the implied social time of emergence
F Estrada, D Kim, P Perron
Communications Earth & Environment 2 (1), 31, 2021
172021
Conditions for OLS and GLS to be Consistent in Models with Serially Correlated Errors
P Perron
12021
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Articles 1–20