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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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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
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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
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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
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Détection non paramétrique de sauts dans la volatilité des marchés financiers
Perron, Benoit - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 229-251
Persistent link: https://www.econbiz.de/10003086172
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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
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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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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