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Pierre Perron

Boston University
Université de Montréal
Princeton University

297

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Generalized Laplace inference in multiple change-points models

2021 Econometric Theory
- Alessandro Casini
- Pierre Perron
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Citations (4)
Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference

2021 arXiv: Econometrics
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Spatial variations in the warming trend and the transition to more severe weather in midlatitudes.

2021 Scientific Reports
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Continuous Record Asymptotics for Change-Points Models.

2021 arXiv: Statistics Theory
- Alessandro Casini
- Pierre Perron
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Change-Point Analysis of Time Series with Evolutionary Spectra

2021 Research Papers in Economics
- Alessandro Casini
- Pierre Perron
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Anthropogenic influence in observed regional warming trends and the implied social time of emergence

2021
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Structural change tests under heteroskedasticity: Joint estimation versus two-steps methods

2021 Journal of Time Series Analysis
- Pierre Perron
- Yohei Yamamoto
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Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings

2021 Research Papers in Economics
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Change-Point Analysis of Time Series with Evolutionary Spectra

2021 arXiv: Statistics Theory
- Alessandro Casini
- Pierre Perron
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Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity

2021 Research Papers in Economics
- Alessandro Casini
- Pierre Perron
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