FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Perron, Benoit »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 1 to 4 of 4
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
Moon, Hyungsik Roger; Perron, Benoit
Issue Date : 2011-02

Past Market Variance and Asset Prices
Bandi, Federico M.; Perron, Benoit
Issue Date : 2011-02

The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit
Issue Date : 2000

Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
Perron, Benoit
Issue Date : 2002-11

Showing results 1 to 4 of 4

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2014