Pierre Perron

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Papers (4)

1. Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference econ.EM · 2021 · author #3
2. Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures econ.EM · 2018 · author #4
3. Structural Breaks in Time Series econ.EM · 2018 · author #2
4. Testing for Common Breaks in a Multiple Equations System math.ST · 2016 · author #2

Mentions

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Frequent Coauthors

• Alessandro Casini 2 shared papers
• Tatsushi Oka 2 shared papers
• Dukpa Kim 1 shared papers
• Francisco Estrada 1 shared papers
• Taosong Deng 1 shared papers