Benoit Perron
Benoit Perron
Verified email at umontreal.ca - Homepage
Title
Cited by
Cited by
Year
Testing for a unit root in panels with dynamic factors
HR Moon, B Perron
Journal of econometrics 122 (1), 81-126, 2004
9452004
Long memory and the relation between implied and realized volatility
FM Bandi, B Perron
Journal of Financial Econometrics 4 (4), 636-670, 2006
1472006
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Journal of Econometrics 141 (2), 416-459, 2007
1212007
Long-run risk-return trade-offs
FM Bandi, B Perron
Journal of Econometrics 143 (2), 349-374, 2008
732008
Bootstrapping factor-augmented regression models
S Gonçalves, B Perron
Journal of Econometrics 182 (1), 156-173, 2014
692014
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
HR Moon, B Perron
Econometric Reviews 23 (4), 293-323, 2005
662005
An empirical analysis of nonstationarity in a panel of interest rates with factors
HR Moon, B Perron
Journal of Applied Econometrics 22 (2), 383-400, 2007
542007
The shape of the risk premium: evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model
O Linton, B Perron
Journal of Business & Economic Statistics 21 (3), 354-367, 2003
532003
Asymptotic local power of pooled t‐ratio tests for unit roots in panels with fixed effects
H Roger Moon, B Perron
The Econometrics Journal 11 (1), 80-104, 2008
522008
The scale of predictability
FM Bandi, B Perron, A Tamoni, C Tebaldi
Journal of Econometrics 208 (1), 120-140, 2019
482019
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
HR Moon, B Perron
Journal of Econometrics 169 (1), 29-33, 2012
462012
Incidental parameters and dynamic panel modeling
HR Moon, B Perron, PCB Phillips
The Oxford handbook of panel data, 111-148, 2015
282015
Bootstrap prediction intervals for factor models
S Gonçalves, B Perron, A Djogbenou
Journal of Business & Economic Statistics 35 (1), 53-69, 2017
232017
On the Breitung test for panel unit roots and local asymptotic power
HR Moon, B Perron, PCB Phillips
Econometric Theory 22 (6), 1179-1190, 2006
192006
Bootstrap inference in regressions with estimated factors and serial correlation
A Djogbenou, S Gonçalves, B Perron
Journal of Time Series Analysis 36 (3), 481-502, 2015
152015
An empirical analysis of nonstationarity in panels of exchange rates and interest rates with factors
HR Moon, B Perron
IEPR Working Paper, 2005
152005
Tests of equal accuracy for nested models with estimated factors
S Gonçalves, MW McCracken, B Perron
Journal of econometrics 198 (2), 231-252, 2017
132017
Jumps in the volatility of financial markets
B Perron
Université de Montréal. Département de sciences économiques., 1999
131999
Incidental trends and the power of panel unit root tests
HR Moon, B Perron, PCB Phillips
Cowles Foundation Discussion Paper, 2005
122005
Point‐optimal panel unit root tests with serially correlated errors
HR Moon, B Perron, PCB Phillips
The Econometrics Journal 17 (3), 338-372, 2014
102014
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