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  • Diagnosis-based risk adjustment for Medicare capitation payments. 

    Ellis, Randall P.; Pope, Gregory C.; Iezzoni, Lisa I.; Ayanian, John Z.; Bates, David W.; Burstin, Helen; Ash, Arlene S. (1996)
    Using 1991-92 data for a 5-percent Medicare sample, we develop, estimate, and evaluate risk-adjustment models that utilize diagnostic information from both inpatient and ambulatory claims to adjust payments for aged and ...
  • Continuous record asymptotics for structural change models 

    Casini, Alessandro; Perron, Pierre (Econometric Society, 2017)
    For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling ...
  • Continuous record Laplace-based inference about the break date in structural change models 

    Casini, Alessandro; Perron, Pierre (Elsevier, 2017)
    Building upon the continuous record asymptotic framework recently introduced by Casini and Perron (2017a) for inference in structural change models, we propose a Laplace-based (Quasi-Bayes) procedure for the construction ...
  • Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures 

    Kim, Dukpa; Oka, Tatsushi; Estrada, Francisco; Perron, Pierre (Elsevier, 2017)
    What transpires from recent research is that temperatures and forcings seem to be characterized by a linear trend with two changes in the rate of growth. The first occurs in the early 60s and indicates a very large increase ...
  • Forecasting in the presence of in and out of sample breaks 

    Xu, Jiawen; Perron, Pierre (Elsevier, 2017)
    We present a frequentist-based approach to forecast time series in the presence of in-sample and out-of-sample breaks in the parameters of the forecasting model. We first model the parameters as following a random level ...
  • Combining long memory and level shifts in modeling and forecasting the volatility of asset returns 

    Varneskov, Rasmus T.; Perron, Pierre (Taylor & Francis (Routledge), 2017-07-12)
    We propose a parametric state space model of asset return volatility with an accompanying estimation and forecasting framework that allows for ARFIMA dynamics, random level shifts and measurement errors. The Kalman filter ...
  • Testing for common breaks in a multiple equations system 

    Oka, Tatsushi; Perron, Pierre (Elsevier, 2017)
    The issue addressed in this paper is that of testing for common breaks across or within equations. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null ...
  • Structural breaks in time series 

    Casini, Alessandro; Perron, Pierre (2017-12-04)
    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 to econometric applications based on linear ...
  • Risk adjustment of Medicare capitation payments using the CMS-HCC model 

    Pope, Gregory C.; Kautter, John; Ellis, Randall P.; Ash, Arlene S.; Ayanian, John Z.; Lezzoni, Lisa I.; Ingber, Melvin J.; Levy, Jesse M.; Robst, John (2004)
    This article describes the CMS hierarchical condition categories (HCC) model implemented in 2004 to adjust Medicare capitation payments to private health care plans for the health expenditure risk of their enrollees. We ...
  • Risk selection, risk adjustment and choice: concepts and lessons from the Americas 

    Ellis, Randall P.; Fernandez, Juan Gabriel (2013-10-25)
    Interest has grown worldwide in risk adjustment and risk sharing due to their potential to contain costs, improve fairness, and reduce selection problems in health care markets. Significant steps have been made in the ...

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