| Structural breaks in time series A Casini, P Perron Oxford Research Encyclopedia of Economics and Finance, 2019 | 104 | 2019 |
| Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models A Casini Journal of Econometrics 235 (2), 372-392, 2023 | 29 | 2023 |
| Continuous record Laplace-based inference about the break date in structural change models A Casini, P Perron Journal of Econometrics 224 (1), 3-21, 2021 | 22 | 2021 |
| Generalized Laplace inference in multiple change-points models A Casini, P Perron Econometric Theory 38 (1), 35-65, 2022 | 19 | 2022 |
| Tests for forecast instability and forecast failure under a continuous record asymptotic framework A Casini arXiv preprint arXiv:1803.10883, 2018 | 16 | 2018 |
| Theory of low frequency contamination from nonstationarity and misspecification: Consequences for HAR inference A Casini, T Deng, P Perron arXiv preprint arXiv:2103.01604, 2021 | 14 | 2021 |
| Continuous record asymptotics for structural change models A Casini, P Perron Unpublished manuscript, Department of Economics, Boston University.[1020], 2019 | 12 | 2019 |
| Change-point analysis of time series with evolutionary spectra A Casini, P Perron Journal of Econometrics 242 (2), 105811, 2024 | 11 | 2024 |
| Continuous record asymptotics for change-points models A Casini, P Perron arXiv preprint arXiv:1803.10881, 2018 | 9 | 2018 |
| Prewhitened long-run variance estimation robust to nonstationarity A Casini, P Perron Journal of Econometrics 242 (1), 105794, 2024 | 8 | 2024 |
| Continuous record Laplace-based inference in structural change models A Casini, P Perron arXiv preprint arXiv:1804.00232, 2020 | 7 | 2020 |
| Improved methods for statistical inference in the context of various types of parameter variation A Casini Boston University, 2019 | 7 | 2019 |
| Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings F Belotti, A Casini, L Catania, S Grassi, P Perron Econometric Reviews 42 (3), 281-306, 2023 | 5 | 2023 |
| Minimax MSE bounds and nonlinear VAR prewhitening for long-run variance estimation under nonstationarity A Casini, P Perron arXiv preprint arXiv:2103.02235, 2021 | 5 | 2021 |
| Comment on Andrews (1991)“Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” A Casini Econometrica 90 (4), 1-2, 2022 | 4 | 2022 |
| The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity A Casini Journal of Econometrics 238 (2), 105625, 2024 | 3 | 2024 |
| Identification and Estimation of Causal Effects in High-Frequency Event Studies A Casini, A McCloskey arXiv preprint arXiv:2406.15667, 2024 | 1 | 2024 |
| Supplement for Online Publication to “The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity” A Casini | | 2023 |
| Supplement to “Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings” F Belotti, A Casini, L Catania, S Grassi, P Perron | | 2023 |
| Change-point analysis of time series with evolutionary spectra P Perron, A Casini Journal of Econometrics R&R, 2023 | | 2023 |
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
