26 citations
- Boston UniversityUS3 papers
- University College LondonGB3 papers
- Aalto UniversityFI1 paper
- American Association of Variable Star ObserversUS1 paper
- Indian Statistical InstituteIN1 paper
- National Institute for AstrophysicsIT1 paper
- Osservatorio Astronomico di PadovaIT1 paper
- Saha Institute of Nuclear PhysicsIN1 paper
- University of Rome Tor VergataIT1 paper
- University of WarwickGB1 paper
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econ.EM2018★ 5 cited
Structural Breaks in Time Series
Alessandro Casini, Pierre Perron
This chapter covers methodological issues related to estimation, testing and computation for models involving structural changes. Our aim is to review developments as they relate t…
econ.EM2018★ 9 cited
Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework
Alessandro Casini
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forec…
econ.EM2017★ 1 cited
Fixed Effect Estimation of Large T Panel Data Models
Iván Fernández-Val, Martin Weidner
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametr…