Pierre Perron
Boston University
H-index: 61
North America-United States
Top articles of Pierre Perron
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Inference on conditional quantile processes in partially linear models with applications to the impact of unemployment benefits | Review of Economics and Statistics | Zhongjun Qu Jungmo Yoon Pierre Perron | 2024/3/19 |
On the persistence of near‐surface temperature dynamics in a warming world | Annals of the New York Academy of Sciences | Francisco Estrada Pierre Perron Yohei Yamamoto | 2024/1 |
Forecasting in the presence of in-sample and out-of-sample breaks | Empirical Economics | Jiawen Xu Pierre Perron | 2023/6 |
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings | Econometric Reviews | Federico Belotti Alessandro Casini Leopoldo Catania Stefano Grassi Pierre Perron | 2023/2/7 |
Supplement to “Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings” | Federico Belotti Alessandro Casini Leopoldo Catania Stefano Grassi Pierre Perron | 2023/1/18 | |
Anthropogenic influence on extremes and risk hotspots | Scientific Reports | Francisco Estrada Pierre Perron Yohei Yamamoto | 2023/1/2 |
Generalized Laplace inference in multiple change-points models | Econometric Theory | Alessandro Casini Pierre Perron | 2022/2 |
Robust testing of time trend and mean with unknown integration order errors | Journal of Statistical Computation and Simulation | Seong Yeon Chang Pierre Perron Jiawen Xu | 2022/11/22 |
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods | Journal of Time Series Analysis, 43, 389-411 | Pierre Perron Yohei Yamamoto | 2022 |
Feasible GLS for Time Series Regression | Manuscript, Department of Economics, Boston University | Pierre Perron E González-Coya | 2022/11/4 |
Estimation in the Presence of Heteroskedasticty of Unknown Form: A Lasso-based Approach | Emilio González-Coya Pierre Perron | 2022/3/14 | |
A two‐step procedure for testing partial parameter stability in cointegrated regression models | Journal of Time Series Analysis | Mohitosh Kejriwal Pierre Perron Xuewen Yu | 2022/3 |
The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence | Empirical Economics | Pierre Perron Yohei Yamamoto | 2022/3 |
Testing for changes in forecasting performance | Journal of Business & Economic Statistics | Pierre Perron Yohei Yamamoto | 2021/1/2 |
Prewhitened long-run variance estimation robust to nonstationarity | arXiv preprint arXiv:2103.02235 | Alessandro Casini Pierre Perron | 2021/3/3 |
Theory of low frequency contamination from nonstationarity and misspecification: consequences for HAR inference | arXiv preprint arXiv:2103.01604 | Alessandro Casini Taosong Deng Pierre Perron | 2021/3/2 |
Disentangling the trend in the warming of urban areas into global and local factors | Annals of the New York Academy of Sciences | Francisco Estrada Pierre Perron | 2021/11 |
Anthropogenic influence in observed regional warming trends and the implied social time of emergence | Communications Earth & Environment | Francisco Estrada Dukpa Kim Pierre Perron | 2021/2/12 |
Continuous record Laplace-based inference about the break date in structural change models | Journal of econometrics | Alessandro Casini Pierre Perron | 2021/9/1 |
Conditions for OLS and GLS to be Consistent in Models with Serially Correlated Errors | Pierre Perron | 2021/2/5 |
Co-Authors
