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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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2
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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3
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
-
2016
Persistent link: https://www.econbiz.de/10011453628
Saved in:
4
Règles budgétaires touchant les dépenses consolidées
Campbell, Bryan
;
Magnan, Michel
;
Perron, Benoit
; …
-
2016
Persistent link: https://www.econbiz.de/10011536505
Saved in:
5
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:
6
The scale of predictability
Bandi, Federico M.
;
Perron, Benoit
;
Tamoni, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011411337
Saved in:
7
The shape of the risk premium : evidence from a semiparametric GARCH model
Perron, Benoit
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815578
Saved in:
8
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:
9
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:
10
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
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