フォロー
Benoit Perron
Benoit Perron
確認したメール アドレス: umontreal.ca - ホームページ
タイトル
引用先
引用先
Testing for a unit root in panels with dynamic factors
HR Moon, B Perron
Journal of econometrics 122 (1), 81-126, 2004
12752004
Long memory and the relation between implied and realized volatility
FM Bandi, B Perron
Journal of Financial Econometrics 4 (4), 636-670, 2006
1812006
Seemingly unrelated regressions
HR Moon, B Perron
The new Palgrave dictionary of economics 1 (9), 19, 2006
1602006
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Journal of Econometrics 141 (2), 416-459, 2007
1492007
Bootstrapping factor-augmented regression models
S Gonçalves, B Perron
Journal of Econometrics 182 (1), 156-173, 2014
1202014
Long-run risk-return trade-offs
FM Bandi, B Perron
Journal of Econometrics 143 (2), 349-374, 2008
972008
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
882012
The scale of predictability
FM Bandi, B Perron, A Tamoni, C Tebaldi
Journal of Econometrics 208 (1), 120-140, 2019
862019
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
832005
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
792007
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
672008
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
642003
Tests of equal accuracy for nested models with estimated factors
S Gonçalves, MW McCracken, B Perron
Journal of Econometrics 198 (2), 231-252, 2017
372017
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
362017
Bootstrapping factor models with cross sectional dependence
S Gonçalves, B Perron
Journal of Econometrics 218 (2), 476-495, 2020
342020
Incidental parameters and dynamic panel modeling
HR Moon, B Perron, PCB Phillips
342015
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
342006
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
312015
Point‐optimal panel unit root tests with serially correlated errors
HR Moon, B Perron, PCB Phillips
The Econometrics Journal 17 (3), 338-372, 2014
162014
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Cowles Foundation Discussion Paper, 2005
162005
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