| Testing for a unit root in panels with dynamic factors HR Moon, B Perron Journal of econometrics 122 (1), 81-126, 2004 | 1326 | 2004 |
| Long memory and the relation between implied and realized volatility FM Bandi, B Perron Journal of Financial Econometrics 4 (4), 636-670, 2006 | 184 | 2006 |
| Seemingly unrelated regressions HR Moon, B Perron The new Palgrave dictionary of economics 1 (9), 19, 2006 | 174 | 2006 |
| Incidental trends and the power of panel unit root tests HR Moon, B Perron, PCB Phillips Journal of Econometrics 141 (2), 416-459, 2007 | 156 | 2007 |
| Bootstrapping factor-augmented regression models S Gonçalves, B Perron Journal of Econometrics 182 (1), 156-173, 2014 | 118 | 2014 |
| Long-run risk-return trade-offs FM Bandi, B Perron Journal of Econometrics 143 (2), 349-374, 2008 | 98 | 2008 |
| The scale of predictability FM Bandi, B Perron, A Tamoni, C Tebaldi Journal of Econometrics 208 (1), 120-140, 2019 | 95 | 2019 |
| Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel HR Moon, B Perron Journal of Econometrics 169 (1), 29-33, 2012 | 93 | 2012 |
| Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity HR Moon, B Perron Econometric Reviews 23 (4), 293-323, 2005 | 89 | 2005 |
| An empirical analysis of nonstationarity in a panel of interest rates with factors HR Moon, B Perron Journal of Applied Econometrics 22 (2), 383-400, 2007 | 81 | 2007 |
| Asymptotic local power of pooled t‐ratio tests for unit roots in panels with fixed effects H Roger Moon, B Perron The Econometrics Journal 11 (1), 80-104, 2008 | 74 | 2008 |
| The shape of the risk premium: evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model O Linton, B Perron Journal of Business & Economic Statistics 21 (3), 354-367, 2003 | 66 | 2003 |
| Bootstrap prediction intervals for factor models S Gonçalves, B Perron, A Djogbenou Journal of Business & Economic Statistics 35 (1), 53-69, 2017 | 40 | 2017 |
| Bootstrapping factor models with cross sectional dependence S Gonçalves, B Perron Journal of Econometrics 218 (2), 476-495, 2020 | 39 | 2020 |
| On the Breitung test for panel unit roots and local asymptotic power HR Moon, B Perron, PCB Phillips Econometric Theory 22 (6), 1179-1190, 2006 | 39 | 2006 |
| Tests of equal accuracy for nested models with estimated factors S Gonçalves, MW McCracken, B Perron Journal of Econometrics 198 (2), 231-252, 2017 | 38 | 2017 |
| Incidental parameters and dynamic panel modeling HR Moon, B Perron, PCB Phillips | 34 | 2015 |
| Bootstrap inference in regressions with estimated factors and serial correlation A Djogbenou, S Gonçalves, B Perron Journal of Time Series Analysis 36 (3), 481-502, 2015 | 31 | 2015 |
| Point‐optimal panel unit root tests with serially correlated errors HR Moon, B Perron, PCB Phillips The Econometrics Journal 17 (3), 338-372, 2014 | 20 | 2014 |
| Incidental trends and the power of panel unit root tests HR Moon, B Perron, PCB Phillips Cowles Foundation Discussion Paper, 2005 | 17 | 2005 |
Hyungsik Roger MoonUSC確認したメール アドレス: usc.edu
