The following pages link to Benoit Perron (Q289162):
Displayed 16 items.
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Long-run risk-return trade-offs (Q291124) (← links)
- Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis (Q301351) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
- The scale of predictability (Q1739637) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER (Q3434194) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
- Point-optimal panel unit root tests with serially correlated errors (Q5093240) (← links)
- Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)