Pierre Perron : Citation Profile


Are you Pierre Perron?

Boston University

36

H index

66

i10 index

17157

Citations

RESEARCH PRODUCTION:

97

Articles

169

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   36 years (1984 - 2020). See details.
   Cites by year: 476
   Journals where Pierre Perron has often published
   Relations with other researchers
   Recent citing documents: 760.    Total self citations: 135 (0.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe32
   Updated: 2020-08-09    RAS profile: 2020-07-05    
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Relations with other researchers


Works with:

Yamamoto, Yohei (8)

Estrada, Francisco (7)

Oka, Tatsushi (5)

Chang, Seong Yeon (4)

Casini, Alessandro (4)

Martins, Luis (3)

Kim, Dukpa (3)

Rodríguez, Gabriel (2)

Shintani, Mototsugu (2)

Yabu, Tomoyoshi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierre Perron.

Is cited by:

GUPTA, RANGAN (282)

Gil-Alana, Luis (197)

Shahbaz, Muhammad (197)

Taylor, Robert (181)

Leybourne, Stephen (167)

Harvey, David (160)

Esteve, Vicente (156)

Rodríguez, Gabriel (145)

Tamarit, Cecilio (134)

Balcilar, Mehmet (131)

Wohar, Mark (130)

Cites to:

Bai, Jushan (96)

Andrews, Donald (86)

Qu, Zhongjun (57)

Phillips, Peter (54)

Campbell, John (48)

Stock, James (45)

Ploberger, Werner (37)

Granger, Clive (37)

Watson, Mark (35)

Vogelsang, Timothy (34)

Ng, Serena (33)

Main data


Where Pierre Perron has published?


Journals with more than one article published# docs
Journal of Econometrics17
Econometric Theory12
Journal of Time Series Analysis7
Econometrica6
Journal of Business & Economic Statistics6
Economics Letters5
Econometrics Journal4
Econometric Reviews4
Econometrics Journal3
Econometrics3
Journal of Empirical Finance3
Empirical Economics2
Journal of Applied Econometrics2
Revista Economa2
L'Actualit Economique2
Oxford Bulletin of Economics and Statistics2
Applied Economics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics78
Papers / arXiv.org6
Purdue University Economics Working Papers / Purdue University, Department of Economics3
Boston College Working Papers in Economics / Boston College Department of Economics2
Working Papers / University of Ottawa, Department of Economics2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
Discussion Papers / Graduate School of Economics, Hitotsubashi University2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Pierre Perron (2020 and 2019)


YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163.

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2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014.

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2020Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2020). Kim, Hyeongwoo ; Thompson, Henry ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-03.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/014.

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2019Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2019Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332.

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2019Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru. (2019). Florián, David ; Castillo, Luis ; Hoyle, David Florian. In: Working Papers. RePEc:apc:wpaper:159.

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2019Trade Policy Incentives, Market Structure and Productivity. (2019). Olayiwola, Wumi ; Alayande, Folarin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1106-1122.

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2019The Determinants of Foreign Direct Investments in Real Estate: Turkey Case. (2019). At, Mustafa. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:789-795.

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2020On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

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2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach. (2019). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1901.02246.

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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2020Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (2019). Smeekes, Stephan ; Mahieu, Emmanuel ; Lejeune, Bernard ; Franco, Bruno ; Bader, Whitney ; Urbain, Jean-Pierre ; Reuvers, Hanno ; Beutner, Eric ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1903.05403.

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2019Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market. (2019). Torrisi, Benedetto ; Pernagallo, Giuseppe. In: Papers. RePEc:arx:papers:1904.03488.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2019The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States. (2019). Malkawi, Bashar ; Sweidan, Osama D. In: Papers. RePEc:arx:papers:1909.09057.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2020Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2019Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration. (2019). Arshed, Noman ; Aziz, Osama ; Grant, Kenneth A ; Hassan, Muhammad Shahid. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:52-65.

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2019The Impact of Trade, Technology and Growth on Environmental Deterioration of China and India. (2019). Fan, Hongzhong ; Yahia, Yassin Elshain ; Islam, Mollah Aminul ; Hossain, Md Ismail. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1-29.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2020Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh. (2020). Chowdhury, Imrul Hossain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:35-53.

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2019Energy Consumption and Inflation Dynamics in Nigeria: An ARDL Cointegration Approach. (2019). Ekong, Uduak Michael ; Bassey, Godwin Edet. In: Energy Economics Letters. RePEc:asi:eneclt:2019:p:66-83.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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2019The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301.

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2019External adjustment with a common currency: the case of the euro area. (2019). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1936.

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2019Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis. (2019). Cárdenas Hurtado, Camilo ; Hernandez-Montes, Maria Alejandra ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1063.

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2019Migración internacional y determinantes de las remesas de trabajadores en Colombia. (2019). Montes-Uribe, Enrique ; Garavito, Aaron ; Hernandez-Bejarano, Manuel Dario ; Collazos-Gaitan, Maria Mercedes ; Garavito-Acosta, Aaron Levi. In: Borradores de Economia. RePEc:bdr:borrec:1066.

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2019AN EMPIRICAL TEST OF EXOGENOUS GROWTH MODELS: EVIDENCE FROM THREE SOUTHERN AFRICAN COUNTRIES. (2019). Odhiambo, Nicholas ; Chirwa, Themba G. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:7-38.

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2019THE IMPACT OF MINIMUM WAGE ON UNEMPLOYMENT, PRICES, AND GROWTH: A MULTIVARIATE ANALYSIS FOR TURKEY. (2019). Kocaman, Merve ; Bierli, Kemal M. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:221:p:65-84.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:726.

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2019French Households’ Portfolio: The Financial Almost Ideal Demand System Appraisal. (2019). Pfister, Christian ; Sedillot, Franck ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:728.

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2019New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin . In: Discussion Papers. RePEc:bir:birmec:19-05.

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2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

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2020What drives inflation in advanced and emerging market economies?. (2020). Morley, James ; Mohanty, Madhusudan ; Kamber, Gnes. In: BIS Papers chapters. RePEc:bis:bisbpc:111-03.

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2019Banking Sector Development and Energy Consumption in Nigeria: Exploring the Causal Relationship and its Implications. (2019). Nwani, Chinazaekpere ; Enyoghasim, Michael O ; Anochiwa, Lasbrey I ; Uwazie, Uwazie I ; Agbanike, Tobechi F. In: African Development Review. RePEc:bla:afrdev:v:31:y:2019:i:3:p:292-306.

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2020A Markov‐switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79.

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2020Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2019FOREIGN DIRECT INVESTMENT IN MEXICO, CRIME, AND ECONOMIC FORCES. (2019). Cabral, Rene ; Saucedo, Eduardo ; Mollick, Andre Varella. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:68-85.

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2019WINNING IN PROFESSIONAL TEAM SPORTS: HISTORICAL MOMENTS. (2019). Lee, Young Hoon ; Fort, Rodney ; Jang, Hayley . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:103-120.

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2019WHAT DO BRITISH HISTORICAL DATA TELL US ABOUT GOVERNMENT SPENDING MULTIPLIERS?. (2019). Watanabe, Shingo . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1141-1162.

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2020A silver transformation: Chinese monetary integration in times of political disintegration, 1898–1933. (2020). Zhao, Liuyan ; Ma, Debin. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:513-539.

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2020Competitive Storage, Biofuels and the Corn Price. (2020). Mugera, Harriet Kasidi ; Gilbert, Christopher L. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:2:p:384-411.

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2020A novel regularized approach for functional data clustering: an application to milking kinetics in dairy goats. (2020). Sansonnet, L ; Martin, O ; Levyleduc, C ; Lebarbier, E ; Denis, C. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:3:p:623-640.

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2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

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2020Urban commuting behavior and time allocation among women: Evidence from US metropolitan areas. (2020). Sakanishi, Akiko. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:12:y:2020:i:2:p:349-363.

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2019Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619.

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2019Uncertainty, Perception and the Internet. (2019). Bontempi, Maria ; Squadrani, M ; Golinelli, R ; Frigeri, M. In: Working Papers. RePEc:bol:bodewp:wp1134.

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2020Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Zhang, P ; Aidt, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2008.

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2019Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16.

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2019TESTING THE CAUSALITY AND COINTEGRATION BETWEEN EXPORTS, IMPORTS, AND EXCHANGE RATES: EVIDENCE FROM INDIA. (2019). Devkota, Mitra Lal. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2019:v:1:p:5-13.

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2019Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470.

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2019Investors Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange. (2019). Caporale, Guglielmo Maria ; Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7984.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2020Franchise Extension and Fiscal Structure in the United Kingdom 1820-1913: A New Test of the Redistribution Hypothesis. (2020). Winer, Stanley ; Zhang, Peng ; Aidt, Toke. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8114.

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2020Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8343.

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2020Inflation in the G7 Countries: Persistence and Structural Breaks. (2020). Gil-Alana, Luis ; Poza, Carlos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8349.

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2020The Impact of Product and Labour Market Reform on Growth: Evidence for OECD Countries Based on Local Projections. (2020). Wiese, Rasmus ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8393.

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2019How Large is the Demand for Money at the ZLB? Evidence from Japan. (2019). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf465.

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2019Making hard choices: trilemmas and dilemmas of macroeconomic policy in Latin America. (2019). Durán-Vanegas, Juan ; Duran-Vanegas, Juan David . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:022-038.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2019Markov Switching Oil Price Uncertainty. (2019). Serletis, Apostolos ; Xu, Libo. In: Working Papers. RePEc:clg:wpaper:2019-02.

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2019Wholesale fuel price adjustment in Poland: examination of competi-tive performance. (2019). Bejger, Sylwester. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:4:p:385-412.

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2019The Dollar During the Great Recession: US Monetary Policy Signaling and The Flight To Safety. (2019). Tang, Jenny ; Stavrakeva, Vania. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14034.

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2019Aristocratic Privilege. Exploiting Good Institutions. (2019). ureche -Rangau, Loredana ; Ureche-Rangau, Loredana ; Oosterlinck, Kim ; Vaslin, Jacques-Marie. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14071.

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2019The methane footprint of nations: Stylized facts from a global panel dataset. (2019). Oberdabernig, Doris ; Francois, Joseph ; Fernandez-Amador, Octavio ; Tomberger, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14125.

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2020Stall Speed and Escape Velocity: Empty Metaphors or Empirical Realities?. (2020). Diggle, Paul ; Bartholomew, Luke. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14290.

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2020The long-run effects of monetary policy. (2020). Taylor, Alan M ; Singh, Sanjay R ; Jorda, Oscar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14338.

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2019The ECB’s monetary pillar after the financial crisis. (2019). Kempa, Bernd ; Dybowski, Philipp T. In: CQE Working Papers. RePEc:cqe:wpaper:8519.

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2020Top Income Shares in Greece from Dictatorship to Crisis: 1967-2017. (2020). Koutentakis, Franciscos ; Chrissis, Kostas . In: Working Papers. RePEc:crt:wpaper:2002.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2020Reserves and Risk: Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_013.

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2019An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; JunYu, ; Li, Yong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:liyu.

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2020Robust Tests for White Noise and Cross-Correlation. (2020). Phillips, Peter ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194r.

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2019Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220.

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2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

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2020“Normal†growth of the Chinese economy: new metrics based on consumer confidence data. (2020). Soria, Petar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00168.

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2019Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2019). Ferreiro, Javier Ojea. In: Working Paper Series. RePEc:ecb:ecbwps:20192296.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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More than 100 citations found, this list is not complete...

Pierre Perron is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Pierre Perron:


YearTitleTypeCited
2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns In: CREATES Research Papers.
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2011Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2011) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2017Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns.(2017) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Combining long memory and level shifts in modelling and forecasting the volatility of asset returns.(2018) In: Quantitative Finance.
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This paper has another version. Agregated cites: 9
article
1992Racines unitaires en macroéconomie : le cas multidimensionnel In: Annals of Economics and Statistics.
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article1
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
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paper10
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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article
2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2020Generalized Laplace Inference in Multiple Change-Points Models In: Papers.
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paper0
2019Continuous Record Asymptotics for Structural Change Models In: Papers.
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paper0
2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models In: Papers.
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paper0
2018Structural Breaks in Time Series In: Papers.
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paper2
2019MAKING CARBON TAXATION A GENERATIONAL WIN WIN.(2019) In: Boston University - Department of Economics - Working Papers Series.
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paper
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
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paper0
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
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paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
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article
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article537
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
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article120
2009Testing for Shifts in Trend With an Integrated or Stationary Noise Component In: Journal of Business & Economic Statistics.
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article142
2005Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2005) In: Boston University - Department of Economics - Working Papers Series.
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paper
2007Testing for Shifts in Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2010Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices In: Journal of Business & Economic Statistics.
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article85
2008Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices.(2008) In: Boston University - Department of Economics - Working Papers Series.
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paper
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
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article116
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
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paper
1990Testing for a Unit Root in a Time Series with a Changing Mean. In: Journal of Business & Economic Statistics.
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article435
1989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN..(1989) In: Princeton, Department of Economics - Econometric Research Program.
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paper
1996THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN In: Journal of Time Series Analysis.
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article3
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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paper
1995The Exact Error in Estimating the Special Density at the Origin..(1995) In: Cahiers de recherche.
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paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* In: Journal of Time Series Analysis.
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article49
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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paper
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
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article71
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
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paper
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
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paper
2016Inference on a Structural Break in Trend with Fractionally Integrated Errors In: Journal of Time Series Analysis.
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article2
2013Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2013) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Inference on a Structural Break in Trend with Fractionally Integrated Errors.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
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article3
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
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paper
2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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paper
2017Time Series Methods Applied to Climate Change In: Journal of Time Series Analysis.
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article0
2017Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures In: Journal of Time Series Analysis.
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article11
2017Extracting and analyzing the warming trend in global and hemispheric temperatures.(2017) In: Boston University - Department of Economics - Working Papers Series.
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paper
2005A Note on the Selection of Time Series Models In: Oxford Bulletin of Economics and Statistics.
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article32
2001A Note on the Selection of Time Series Models.(2001) In: Boston College Working Papers in Economics.
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paper
2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component In: Oxford Bulletin of Economics and Statistics.
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article2
2015Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component.(2015) In: Boston University - Department of Economics - Working Papers Series.
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.() In: .
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paper
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
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paper0
2000Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power In: Boston College Working Papers in Economics.
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paper1818
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power.(2001) In: Econometrica.
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article
2005Estimating and testing structural changes in multivariate regressions In: Boston University - Department of Economics - Working Papers Series.
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paper181
2007Estimating and Testing Structural Changes in Multivariate Regressions.(2007) In: Econometrica.
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article
2005Dealing with Structural Breaks In: Boston University - Department of Economics - Working Papers Series.
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paper39
2005A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend In: Boston University - Department of Economics - Working Papers Series.
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paper4
2006A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend.(2006) In: Econometrics Journal.
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article
2005Let’s Take a Break: Trends and Cycles in US Real GDP? In: Boston University - Department of Economics - Working Papers Series.
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paper84
2009Let’s Take a Break: Trends and Cycles in US Real GDP.(2009) In: Boston University - Department of Economics - Working Papers Series.
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2009Lets take a break: Trends and cycles in US real GDP.(2009) In: Journal of Monetary Economics.
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article
2005Estimating Deterministric Trends with an Integrated or Stationary Noise Component In: Boston University - Department of Economics - Working Papers Series.
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paper62
2006Estimating Deterministic Trends with an Integrated or Stationary Noise Component.(2006) In: Boston University - Department of Economics - Working Papers Series.
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paper
2007Estimating Deterministic Trend with an Integrated or Stationary Noise Component.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2009Estimating deterministic trends with an integrated or stationary noise component.(2009) In: Journal of Econometrics.
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article
2005The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions* In: Boston University - Department of Economics - Working Papers Series.
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paper0
2005A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change In: Boston University - Department of Economics - Working Papers Series.
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paper22
2007A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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paper
2008A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change.(2008) In: Journal of Econometrics.
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article
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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paper6
2005An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data.(2005) In: Boston University - Department of Economics - Working Papers Series.
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paper
2006The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions In: Boston University - Department of Economics - Working Papers Series.
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paper24
2008THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS.(2008) In: Econometric Theory.
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article
2006A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests In: Boston University - Department of Economics - Working Papers Series.
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paper102
2007A simple modification to improve the finite sample properties of Ng and Perrons unit root tests.(2007) In: Economics Letters.
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article
2006A Modified Information Criterion for Cointegration Tests based on a VAR Approximation In: Boston University - Department of Economics - Working Papers Series.
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paper13
2007A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION.(2007) In: Econometric Theory.
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article
2006An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility* In: Boston University - Department of Economics - Working Papers Series.
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paper5
2006State Space Model with Mixtures of Normals: Specifications and Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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paper7
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
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paper25
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
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article
2006Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses In: Boston University - Department of Economics - Working Papers Series.
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paper143
2009Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses.(2009) In: Journal of Econometrics.
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article
2006Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope In: Boston University - Department of Economics - Working Papers Series.
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paper9
2009Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope.(2009) In: Journal of Econometrics.
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article
2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
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paper56
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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article
2007An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts In: Boston University - Department of Economics - Working Papers Series.
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paper25
2008On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests In: Boston University - Department of Economics - Working Papers Series.
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paper5
2001On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2001) In: Boston University - Department of Economics - Working Papers Series.
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paper
2012On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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paper
2016On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests.(2016) In: Econometric Reviews.
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article
2008A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices In: Boston University - Department of Economics - Working Papers Series.
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paper0
2008Testing for Breaks in Coefficients and Error Variance: Simulations and Applications In: Boston University - Department of Economics - Working Papers Series.
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paper6
2008Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model In: Boston University - Department of Economics - Working Papers Series.
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paper5
2019Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model.(2019) In: Discussion paper series.
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paper
2008Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model In: Boston University - Department of Economics - Working Papers Series.
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paper35
2010Modeling and forecasting stock return volatility using a random level shift model.(2010) In: Journal of Empirical Finance.
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article
2008Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
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paper5
2007GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper12
2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends In: Boston University - Department of Economics - Working Papers Series.
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paper22
2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends.(2012) In: Working Papers.
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2013MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS.(2013) In: Econometric Theory.
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article
2010On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance In: Boston University - Department of Economics - Working Papers Series.
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paper1
2011On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance.(2011) In: Journal of Time Series Econometrics.
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article
2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions In: Boston University - Department of Economics - Working Papers Series.
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paper4
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions.(2012) In: Global COE Hi-Stat Discussion Paper Series.
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paper
2013Estimating and testing multiple structural changes in linear models using band spectral regressions.(2013) In: Econometrics Journal.
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article
2011A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4 In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper7
2011Testing for Trend in the Presence of Autoregressive Error: A Comment In: Boston University - Department of Economics - Working Papers Series.
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paper0
2011Testing for Trend in the Presence of Autoregressive Error: A Comment.(2011) In: Keio/Kyoto Joint Global COE Discussion Paper Series.
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2012Testing for Trend in the Presence of Autoregressive Error: A Comment.(2012) In: Journal of the American Statistical Association.
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article
2011Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors In: Boston University - Department of Economics - Working Papers Series.
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paper23
2015Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors.(2015) In: Journal of Applied Econometrics.
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article
2011A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS In: Boston University - Department of Economics - Working Papers Series.
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paper13
2014A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS.(2014) In: Econometric Theory.
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article
2011Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices In: Boston University - Department of Economics - Working Papers Series.
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paper3
2013Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices.(2013) In: Journal of Empirical Finance.
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1998Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices.(1998) In: Cahiers de recherche.
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2011Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run In: Boston University - Department of Economics - Working Papers Series.
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paper4
2013Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run.(2013) In: Applied Economics.
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2012Statistical evidence about human influence on the climate system In: Boston University - Department of Economics - Working Papers Series.
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paper1
2012Breaks, trends and the attribution of climate change: a time-series analysis In: Boston University - Department of Economics - Working Papers Series.
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paper4
2013Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations In: Boston University - Department of Economics - Working Papers Series.
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paper0
2013Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends In: Boston University - Department of Economics - Working Papers Series.
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paper0
2001Detection and attribution of climate change through econometric methods In: Boston University - Department of Economics - Working Papers Series.
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paper6
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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paper0
2013Statistically-derived contributions of diverse human influences to 20th century temperature changes In: Boston University - Department of Economics - Working Papers Series.
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paper22
2013Forecasting Return Volatility: Level Shifts with Varying Jump Probability and Mean Reversion In: Boston University - Department of Economics - Working Papers Series.
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paper18
2014Forecasting return volatility: Level shifts with varying jump probability and mean reversion.(2014) In: International Journal of Forecasting.
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2013A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models In: Boston University - Department of Economics - Working Papers Series.
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paper6
2015A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2018A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models.(2018) In: Econometric Reviews.
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2014Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data In: Boston University - Department of Economics - Working Papers Series.
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2015Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2016Measuring business cycles with structural breaks and outliers: Applications to international data.(2016) In: Research in Economics.
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article
2014Temporal Aggregation, Bandwidth Selection and Long Memory for Volatility Models In: Boston University - Department of Economics - Working Papers Series.
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paper0
2015Forecasting in the presence of in and out of sample breaks In: Boston University - Department of Economics - Working Papers Series.
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paper0
2018Forecasting in the presence of in and out of sample breaks.(2018) In: Boston University - Department of Economics - Working Papers Series.
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2015Inference on Locally Ordered Breaks in Multiple Regressions In: Boston University - Department of Economics - Working Papers Series.
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paper1
2017Inference on locally ordered breaks in multiple regressions.(2017) In: Econometric Reviews.
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2015Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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paper32
2000Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers.
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2017Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series.
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paper2
2019Robots Are Us: Some Economics of Human Replacement In: Boston University - Department of Economics - Working Papers Series.
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paper0
2018Testing for Changes in Forecasting Performance.(2018) In: Discussion Papers.
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