Benoit Perron
Affiliations: | Economics | Université de Montréal, Montréal, Canada |
Area:
General Economics, Environmental EconomicsGoogle:
"Benoit Perron"Children
Sign in to add traineeBertrand G. Hounkannounon | grad student | 2011 | Université de Montréal |
Calvin Atewamba | grad student | 2012 | Université de Montréal |
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Publications
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Gonçalves S, Perron B. (2020) Bootstrapping factor models with cross sectional dependence Journal of Econometrics. 218: 476-495 |
Gonçalves S, Perron B, Djogbenou A. (2017) Bootstrap prediction intervals for factor models Journal of Business & Economic Statistics. 35: 53-69 |
Gonçalves S, McCracken MW, Perron B. (2017) Tests of Equal Accuracy for Nested Models with Estimated Factors Journal of Econometrics. 198: 231-252 |
Djogbenou A, Gonçalves S, Perron B. (2015) Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation Journal of Time Series Analysis. 36: 481-502 |
Moon HR, Perron B, Phillips PCB. (2014) Point-optimal panel unit root tests with serially correlated errors Econometrics Journal. 17: 338-372 |
Gonçalves S, Perron B. (2014) Bootstrapping factor-augmented regression models Journal of Econometrics. 182: 156-173 |
Moon HR, Perron B. (2012) Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel Journal of Econometrics. 169: 29-33 |
Moon HR, Perron B. (2008) Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects Econometrics Journal. 11: 80-104 |
Moon HR, Perron B, Phillips PCB. (2007) Incidental trends and the power of panel unit root tests Journal of Econometrics. 141: 416-459 |
Moon HR, Perron B. (2007) An empirical analysis of nonstationarity in a panel of interest rates with factors Journal of Applied Econometrics. 22: 383-400 |