Narrow search
Showing 1 - 10 of 34
Cover Image
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
Moon, Hyungsik Roger; Perron, Benoit - In: Econometric reviews 23 (2004) 4, pp. 293-324
Persistent link: https://www.econbiz.de/10006878529
Cover Image
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 122 (2004) 1, pp. 81-126
Persistent link: https://www.econbiz.de/10006756217
Cover Image
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C.B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459
Persistent link: https://www.econbiz.de/10007859783
Cover Image
An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10007723963
Cover Image
Détection non paramétrique de sauts dans la volatilité des marchés financiers
Perron, Benoit - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 229-251
Persistent link: https://www.econbiz.de/10009899150
Cover Image
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.; Perron, B.; Phillips, P.C.B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10007393742
Cover Image
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, H.R.; Perron, B. - In: Journal of econometrics 169 (2012) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10009979009
Cover Image
Linear Regression Limit Theory for Nonstationary Panel Data
Phillips, Peter C.B.; Moon, Hyungsik R. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 5, pp. 1057-1112
Persistent link: https://www.econbiz.de/10006784381
Cover Image
Maximum Likelihood Estimation in Panels with Incidental Trends
Moon, Hyungsik R.; Phillips, Peter C.B. - In: Oxford bulletin of economics and statistics 61 (1999), pp. 711-748
Persistent link: https://www.econbiz.de/10006457796
Cover Image
ARTICLES - Estimation of Autoregressive Roots Near Unity Using Panel Data
Moon, Hyungsik R.; Phillips, Peter C.B. - In: Econometric theory 16 (2000) 6, pp. 927-997
Persistent link: https://www.econbiz.de/10006981396