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Resampling methods in economet...
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98
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46
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40
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1
Annals journal of econometrics: resampling methods in econometrics
Dufour, Jean-Marie
(
contributor
);
Perron, Benoit
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003359524
Saved in:
2
Jumps in the volatility of financial markets
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001504842
Saved in:
3
Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit
-
1999
Persistent link: https://www.econbiz.de/10001614510
Saved in:
4
Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
Saved in:
5
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
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
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