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 0 2 9 397
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 1 3 16 88
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 59 2 3 7 110
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 5 6 10 153
Bootstrap Inference Under Cross Sectional Dependence 0 1 1 32 1 6 17 74
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 1 3 13 111
Bootstrap prediction intervals for factor models 0 0 0 81 1 3 14 132
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 3 4 17 164
Bootstrapping factor models with cross sectional dependence 0 0 0 17 3 9 19 49
Bootstrapping factor-augmented regression models 0 1 1 60 2 3 14 182
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 3 4 10 541
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 1 9 388
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 0 7 462
Jumps in the Volatility of Financial Markets 0 0 0 68 4 4 10 246
Long memory and the relation between implied and realized volatility 1 1 2 479 2 3 16 974
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 0 0 5 40
Past Market Variance and Asset Prices 0 0 0 22 4 5 12 80
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 1 1 10 594
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 5 7 11 41
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 4 5 12 323
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 4 7 15 553
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 3 4 11 297
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 4 5 14 579
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 9 11 21 654
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 1 1 10 209
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 2 3 8 557
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 5 14 620
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 4 4 7 223
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 96 5 7 14 379
The scale of predictability 0 0 0 38 2 2 7 65
The scale of predictability 0 0 0 33 2 5 13 146
The scale of predictability 0 0 0 16 3 6 18 70
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 2 4 12 42
Total Working Papers 1 3 8 2,765 86 136 402 9,543

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 0 0 0 111 3 4 10 376
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 1 2 10 363
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 37 3 3 7 151
Bootstrap Prediction Intervals for Factor Models 0 2 4 12 2 6 22 79
Bootstrapping factor models with cross sectional dependence 0 0 0 11 2 3 8 53
Bootstrapping factor-augmented regression models 0 0 6 163 2 5 21 385
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 1 2 10 81
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 3 8 743
Incidental trends and the power of panel unit root tests 0 0 0 54 2 5 10 232
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 3 4 8 305
Long-run risk-return trade-offs 0 0 2 131 1 2 15 339
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 0 2 17 348
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 2 5 56
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 3 3 8 43
Recent developments in bootstrap methods for dependent data 0 0 2 39 6 7 15 116
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 2 47 4 5 16 460
Resampling methods in econometrics 0 0 0 73 5 7 9 175
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 4 14 255
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 1 2 7 16
Testing for a unit root in panels with dynamic factors 0 0 1 348 5 8 35 1,048
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 3 5 16 159
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 8 143
The scale of predictability 0 0 0 34 0 1 15 172
Total Journal Articles 0 2 20 1,592 50 85 294 6,098

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Statistics updated 2026-05-06