Access Statistics for Benoit Perron

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors 1 6 22 125 1 13 47 295
Incidental Trends and the Power of Panel Unit Root Tests 1 2 4 100 1 2 16 346
Incidental Trends and the Power of Panel Unit Root Tests 0 1 3 62 1 7 26 188
Incidental Trends and the Power of Panel Unit Root Tests 0 1 8 75 0 6 44 266
Jumps in the Volatility of Financial Markets 0 0 4 52 0 2 13 185
Long memory and the relation between implied and realized volatility 2 6 28 399 4 14 68 709
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 1 1 19 516
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 1 1 8 35 1 3 23 226
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 3 77 0 2 26 456
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 2 47 1 3 9 209
Testing for a Unit Root in Panels with Dynamic Factors 2 2 22 140 5 6 50 356
Testing for a Unit Root in Panels with Dynamic Factors 0 2 18 187 2 6 37 371
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 4 11 422
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 2 4 9 142 3 6 31 434
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 1 2 22 0 1 7 93
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 1 7 77 3 7 32 278
Total Working Papers 9 27 140 1,540 23 83 459 5,350

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical analysis of nonstationarity in a panel of interest rates with factors 2 7 16 45 3 8 43 148
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 1 8 17 2 8 65 97
Incidental trends and the power of panel unit root tests 1 2 9 11 1 7 32 44
Long Memory and the Relation Between Implied and Realized Volatility 1 4 18 42 3 10 35 89
Long-run risk-return trade-offs 0 2 12 17 1 5 29 58
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 3 15 18 3 13 46 54
Resampling methods in econometrics 1 1 4 38 2 2 12 79
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 20 2 3 10 163
Testing for a unit root in panels with dynamic factors 3 9 39 84 6 18 70 191
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 6 76
Total Journal Articles 8 29 121 292 23 74 348 999

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Statistics updated 2009-11-04