//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and the relation b...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
21
Theory
21
Estimation theory
10
Schätztheorie
10
Panel
9
Panel study
9
Time series analysis
9
Zeitreihenanalyse
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Einheitswurzeltest
7
Unit root test
7
Forecasting model
6
Prognoseverfahren
6
Börsenkurs
5
Factor analysis
5
Faktorenanalyse
5
Share price
5
Statistical distribution
5
Statistische Verteilung
5
Volatility
5
Volatilität
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
Correlation
4
Estimation
4
Kapitaleinkommen
4
Korrelation
4
Regression analysis
4
Regressionsanalyse
4
Schätzung
4
bootstrap
4
panel data
4
Asymptotic power envelope
3
CAPM
3
Capital market returns
3
False discovery rate
3
Kapitalmarktrendite
3
Risikoprämie
3
more ...
less ...
Online availability
All
Free
70
Type of publication
All
Book / Working Paper
Article
103
Type of publication (narrower categories)
All
Working Paper
23
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
55
Undetermined
20
French
3
Author
All
Perron, Benoit
43
Bandi, Federico M.
36
Moon, Hyungsik Roger
15
Renò, Roberto
11
Gonçalves, Sílvia
8
Tamoni, Andrea
7
Phillips, Peter C. B.
6
Phillips, Peter C.B.
5
Corradi, Valentina
4
Linton, Oliver
4
PERRON, Benoit
4
Pirino, Davide
4
Tebaldi, Claudio
4
Wilhelm, Daniel
4
MOON, Hyungsik Roger
3
Campbell, Bryan
2
Djogbenou, Antoine
2
Fusari, Nicola
2
Kolokolov, Aleksey
2
Magnan, Michel
2
McCracken, Michael W.
2
Perron, Bernard
2
Russell, Jeffrey R.
2
Adam, Arthur
1
Bandi, Federico
1
Bretscher, Lorenzo
1
Chaudhuri, Shomesh
1
Conley, Timothy G.
1
Dufour, Jean-Marie
1
Kim, Min Seong
1
Linton, Oliver B.
1
Lo, Andrew W.
1
MOON, H.R.
1
Panot, Molivann
1
Perron, B.
1
Poitevin, Michel
1
Reno, Roberto
1
Sozonoff, Xenia
1
Su, Yinan
1
Tarshi, Zabiullah
1
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Cowles Foundation for Research in Economics, Yale University
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Département de Sciences Économiques, Université de Montréal
2
Econometric Society
2
Institute of Economic Policy Research (IEPR), University of Southern California
2
EconWPA
1
Finance Canada, Government of Canada
1
Financial Markets Group
1
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
1
Institute of Economic Research, Hitotsubashi University
1
London School of Economics (LSE)
1
School of Management, Yale University
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
CIRANO Working Papers
4
Cahier / Département de Sciences Économiques, Université de Montréal
4
Cahiers de recherche
4
Cahier / Départment de Sciences Économiques, Université de Montréal
3
Cowles Foundation Discussion Papers
3
Cowles Foundation discussion paper
3
Johns Hopkins Carey Business School Research Paper
3
Rapport de projet
3
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
3
CIRANO - Scientific Publications
2
IEPR Working Papers
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cowles Foundation Discussion Paper
1
Discussion paper series / LSE Financial Markets Group
1
Econometric Society 2004 Latin American Meetings
1
Econometric Society World Congress 2000 Contributed Papers
1
Econometrics
1
FMG Discussion Papers
1
FRB St. Louis Working Paper
1
Global COE Hi-Stat Discussion Paper Series
1
Global COE Hi-Stat discussion paper series
1
IEPR Working Paper
1
Journal of econometrics
1
LSE Research Online Documents on Economics
1
Working Papers / IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
1
Working Papers-Department of Finance Canada
1
Working paper
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
Working papers / University of Connecticut, Department of Economics
1
Yale School of Management Working Papers
1
cemmap working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
55
RePEc
22
EconStor
1
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The scale of predictability
Bandi, Federico M.
;
Perron, Benoit
;
Tamoni, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011411337
Saved in:
2
Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001614510
Saved in:
3
Jumps in the volatility of financial markets
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504842
Saved in:
4
Bootstrap inference in regressions with estimated factors and serial correlation
Djogbenou, Antoine
;
Gonçalves, Sílvia
;
Perron, Benoit
-
2015
Persistent link: https://www.econbiz.de/10011411330
Saved in:
5
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
-
2016
Persistent link: https://www.econbiz.de/10011453628
Saved in:
6
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
Saved in:
7
Règles budgétaires touchant les dépenses consolidées
Campbell, Bryan
;
Magnan, Michel
;
Perron, Benoit
; …
-
2016
Persistent link: https://www.econbiz.de/10011536505
Saved in:
8
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia
;
Perron, Benoit
-
2018
Persistent link: https://www.econbiz.de/10011884019
Saved in:
9
The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger
;
Perron, Benoit
-
2000
Persistent link: https://www.econbiz.de/10001504780
Saved in:
10
The shape of the risk premium : evidence from a semiparametric GARCH model
Linton, Oliver
;
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504846
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->