E-LIB Suche - Ergebnisse für: Perron, Benoit

1

Bootstrap inference under cross‐sectional dependence:

Conley, Timothy G. ; Gonçalves, Sílvia ; Kim, Min Seong.
Quantitative Economics. 14 (2023) 2 - p. 511-569 , 2023

Link: https://doi.org/10.3982/..

2

Special Issue "Celebrated Econometricians: Peter Phillips":

Bandi, Federico ; Maynard, Alex ; Moon, Hyungsik Roger.
Econometrics. 9 (2021) 3 - p. 29 , 2021

Link: https://doi.org/10.3390/..

3

Bootstrapping factor models with cross sectional dependence:

Gonçalves, Sílvia ; Perron, Benoit
Journal of Econometrics. 218 (2020) 2 - p. 476-495 , 2020

Link: https://doi.org/10.1016/..

4

Editors' Introduction:

Carrasco, Marine ; Moreira, Marcelo ; Perron, Benoit.
Journal of Econometrics. 218 (2020) 2 - p. 243-246 , 2020

Link: https://doi.org/10.1016/..

5

Tests of equal accuracy for nested models with estimated fa..:

Gonçalves, Sílvia ; McCracken, Michael W. ; Perron, Benoit
Journal of Econometrics. 198 (2017) 2 - p. 231-252 , 2017

Link: https://doi.org/10.1016/..

6

Bootstrap Prediction Intervals for Factor Models:

Gonçalves, Sílvia ; Perron, Benoit ; Djogbenou, Antoine
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 53-69 , 2017

Link: https://doi.org/10.1080/..

7

Bootstrap Prediction Intervals for Factor Models:

Gonçalves, Sílvia ; Perron, Benoit ; Djogbenou, Antoine
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 53-69 , 2017

Link: http://www.jstor.org/sta..

8

Discussion of "Bootstrap prediction intervals for linear, n..:

Gonçalves, Sílvia ; Perron, Benoit
Journal of Statistical Planning and Inference. 177 (2016) - p. 31-34 , 2016

Link: https://doi.org/10.1016/..

9

Incidental Parameters and Dynamic Panel Modeling:

, In: The Oxford handbook of panel data / ed. by Badi H. Baltagi

Moon, Hyungsik Roger ; Perron, Benoit ; Peter Phillips, Peter C. B.. (2015)

Link: https://doi.org/10.1093/..

Copies: BB WiWi: 11a vwl 895/883; Zentrale:E02 a sow 078 mb/609

10

Bootstrap Inference in Regressions with Estimated Factors a..:

Djogbenou, Antoine ; Gonçalves, Sílvia ; Perron, Benoit
Journal of Time Series Analysis. 36 (2015) 3 - p. 481-502 , 2015

Link: https://doi.org/10.1111/..

11

PETER C.B. PHILLIPS'S CONTRIBUTIONS TO PANEL DATA METHODS:

Moon, Hyungsik Roger ; Perron, Benoit
Econometric Theory. 30 (2014) 4 - p. 882-893 , 2014

Link: https://doi.org/10.1017/..

12

Point-optimal panel unit root tests with serially correlate..:

Moon, Hyungsik Roger ; Perron, Benoit ; Phillips, Peter C. B.
The Econometrics Journal. 17 (2014) 3 - p. 338-372 , 2014

Link: http://www.jstor.org/sta..

13

PETER C.B. PHILLIPS'S CONTRIBUTIONS TO PANEL DATA METHODS:

Moon, Hyungsik Roger ; Perron, Benoit
Econometric Theory. 30 (2014) 4 - p. 882-893 , 2014

Link: http://www.jstor.org/sta..

14

Point-optimal panel unit root tests with serially correlate..:

Moon, Hyungsik Roger ; Perron, Benoit ; Phillips, Peter C. B.
The Econometrics Journal. 17 (2014) 3 - p. 338-372 , 2014

Link: https://doi.org/10.1111/..

15

Bootstrapping factor-augmented regression models:

Gonçalves, Sílvia ; Perron, Benoit
Journal of Econometrics. 182 (2014) 1 - p. 156-173 , 2014

Link: https://doi.org/10.1016/..