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 0 0 0 162 1 2 3 379
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 1 1 28 0 3 8 62
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 1 3 5 92
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 70 0 1 2 129
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 72 0 3 5 80
Bootstrapping factor-augmented regression models 0 2 4 55 0 3 9 134
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 2 5 345
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 5 13 398
Incidental Trends and the Power of Panel Unit Root Tests 0 1 2 129 1 3 8 497
Jumps in the Volatility of Financial Markets 0 0 0 67 0 2 2 225
Long memory and the relation between implied and realized volatility 0 1 1 471 0 5 9 931
Past Market Variance and Asset Prices 0 0 0 20 1 2 2 61
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 0 3 576
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 42 0 3 9 300
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 83 1 2 9 529
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 1 7 276
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 1 195 0 2 9 517
Testing for a Unit Root in Panels with Dynamic Factors 0 0 4 249 0 0 14 589
Tests of Equal Accuracy for Nested Models with Estimated Factors 2 4 16 131 2 6 29 130
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 2 6 527
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 177 0 0 3 581
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 2 4 208
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 1 1 2 93 4 5 8 349
The scale of predictability 0 0 6 31 0 3 15 102
The scale of predictability 0 0 4 37 0 0 7 40
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 1 1 1 2 5 18
Total Working Papers 3 10 42 2,446 14 62 199 8,075


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 1 2 3 109 2 4 6 349
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 41 0 1 3 326
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 26 2 2 3 118
Bootstrapping factor-augmented regression models 1 3 19 83 3 6 32 185
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 7 0 0 1 60
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 197 0 1 4 721
Incidental trends and the power of panel unit root tests 0 0 1 52 1 3 8 175
Long Memory and the Relation Between Implied and Realized Volatility 1 2 4 99 2 4 21 263
Long-run risk-return trade-offs 0 0 2 110 1 3 15 277
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 59 1 1 4 317
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 0 1 1 28
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 2 0 1 3 26
Recent developments in bootstrap methods for dependent data 0 0 1 19 0 4 10 51
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 2 39 4 11 25 367
Resampling methods in econometrics 0 0 1 69 1 2 3 151
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 2 9 230
Testing for a unit root in panels with dynamic factors 0 1 13 301 4 10 52 759
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 0 127
Total Journal Articles 3 8 46 1,250 21 56 200 4,530


Statistics updated 2020-01-03