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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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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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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - 2016
Persistent link: https://www.econbiz.de/10011453628
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Règles budgétaires touchant les dépenses consolidées
Campbell, Bryan; Magnan, Michel; Perron, Benoit; … - 2016
Persistent link: https://www.econbiz.de/10011536505
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Bootstrap inference in regressions with estimated factors and serial correlation
Djogbenou, Antoine; Gonçalves, Sílvia; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011411330
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The scale of predictability
Bandi, Federico M.; Perron, Benoit; Tamoni, Andrea; … - 2015
Persistent link: https://www.econbiz.de/10011411337
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The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit; Linton, Oliver - 2004
Persistent link: https://www.econbiz.de/10002815578
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Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001614510
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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
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Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352