Benoit Perron

Available identifiers

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

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