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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. 293-324
Persistent link: https://www.econbiz.de/10006878529
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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/10006756217
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Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C.B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459
Persistent link: https://www.econbiz.de/10007859783
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An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10007723963
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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/10009899150
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SEMIPARAMETRIC WEAK-INSTRUMENT REGRESSIONS WITH AN APPLICATION TO THE RISK-RETURN TRADEOFF
Perron, Benoit - In: The review of economics and statistics 85 (2003) 2, pp. 424-443
Persistent link: https://www.econbiz.de/10006370026
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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/10008215397
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Rogermoon, Hyungsik; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10007916431
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Resampling methods in econometrics
Dufour, Jean-Marie; Perron, Benoit - In: Journal of econometrics 133 (2006) 2, pp. 411-420
Persistent link: https://www.econbiz.de/10007287915
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Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model
Perron, Benoit - In: Econometric theory 14 (1998) 2, pp. 292
Persistent link: https://www.econbiz.de/10006993130