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ECONIS (ZBW)
103
RePEc
50
OLC EcoSci
25
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3
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21
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:
22
Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada
Morel, Louis
;
Perron, Benoit
- In:
L' Actualité économique : revue trimest.
79
(
2003
)
4
,
pp. 481-502
Persistent link: https://www.econbiz.de/10002389164
Saved in:
23
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. 293-323
Persistent link: https://www.econbiz.de/10002514194
Saved in:
24
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/10002136502
Saved in:
25
On the Breitung test for panel unit roots and local asymptotic power
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1179-1190
Persistent link: https://www.econbiz.de/10003396976
Saved in:
26
The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
Linton, Oliver
;
Perron, Benoit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 354-367
Persistent link: https://www.econbiz.de/10001785807
Saved in:
27
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:
28
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
Saved in:
29
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:
30
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:
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