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Journal of econometrics
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1
Stationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
-
2009
Persistent link: https://www.econbiz.de/10003997384
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2
Incidential 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/10003571307
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3
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia
;
McCracken, Michael W.
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011392844
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4
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
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5
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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6
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001798680
Saved in:
7
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
Saved in:
8
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
-
2018
Persistent link: https://www.econbiz.de/10011884019
Saved in:
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