B. Perron
Economics and Econometrics · 2004–2008
A researcher in the Science corpus: 7 papers; trusts 26 researchers and is trusted by 123 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 69 citations into it; #456 of 23,481 by trust here, #251 by citations
- Finance — 32 citations into it; #3,035 of 10,518 by trust here, #5,523 by citations
- Statistics and Probability — 20 citations into it; #1,019 of 12,932 by trust here, #1,282 by citations
Whom B. Perron trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- H. R. Moon
- Yoosoon Chang
- Jun Pan
- Torben G. Andersen
- Serena Ng
- Peter C. B. Phillips
- G. Schwert
- Andrew T. Levin
- Jan J. J. Groen
Who trusts B. Perron overall
- Joakim Westerlund
- Jushan Bai
- Peter C. B. Phillips
- Serena Ng
- Joerg Breitung
- M. Pesaran
- C. Gengenbach
- Christophe Hurlin
- Morten Ørregaard Nielsen
- Cheng Hsiao
Papers from B. Perron's perspective
Ordered by how strongly the researchers B. Perron trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Unit root tests in panel data: asymptotic and finite-sample properties
- Testing For A Unit Root In Panels With Dynamic Factors
- A PANIC Attack on Unit Roots and Cointegration
- Determining the Number of Factors in Approximate Factor Models
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Statistics for long-memory processes
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
Their papers
- A simple panel unit root test in the presence of cross-section dependence (2007) — 12,062 citations
- Testing For A Unit Root In Panels With Dynamic Factors (2004) — 1,082 citations
- Incidental Trends and the Power of Panel Unit Root Tests (2007) — 129 citations
- Long Memory and the Relation between Implied and Realized Volatility (2006) — 128 citations
- Asymptotic local power of pooled t‐ratio tests for unit roots in panels with fixed effects (2008) — 56 citations
- Seemingly Unrelated Regressions (2006) — 119 citations
- Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics