Benoit Perron

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bootstrap Prediction Intervals for Factor Models Journal of Business and Economic Statistics	2024-10-09	Paper
Bootstrap inference under cross‐sectional dependence Quantitative Economics	2023-11-16	Paper
Point-optimal panel unit root tests with serially correlated errors Econometrics Journal	2022-07-26	Paper
Bootstrapping factor models with cross sectional dependence Journal of Econometrics	2021-02-09	Paper
The scale of predictability Journal of Econometrics	2019-04-26	Paper
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel Journal of Econometrics	2017-05-12	Paper
Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel Journal of Econometrics	2017-05-12	Paper
Tests of equal accuracy for nested models with estimated factors Journal of Econometrics	2017-04-26	Paper
Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions, by Li Pan and Dimitris Politis Journal of Statistical Planning and Inference	2016-06-30	Paper
Long-run risk-return trade-offs Journal of Econometrics	2016-06-06	Paper
Incidental trends and the power of panel unit root tests Journal of Econometrics	2016-05-27	Paper
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation Journal of Time Series Analysis	2015-05-20	Paper
Peter C. B. Phillips's contributions to panel data methods Econometric Theory	2014-09-05	Paper
Bootstrapping factor-augmented regression models Journal of Econometrics	2014-06-04	Paper
Testing for a unit root in panels with dynamic factors Journal of Econometrics	2014-03-07	Paper
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects Econometrics Journal	2008-05-29	Paper
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER Econometric Theory	2007-04-23	Paper
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity Econometric Reviews	2005-05-23	Paper

Research outcomes over time

This page was built for person: Benoit Perron