Access Statistics for Benoit Perron

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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 2 3 7 394
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 59 1 4 5 107
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 4 6 78
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 1 3 4 146
Bootstrap Inference Under Cross Sectional Dependence 0 0 1 31 3 3 7 61
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 0 5 6 104
Bootstrap prediction intervals for factor models 0 0 0 81 0 7 8 125
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 2 7 11 157
Bootstrapping factor models with cross sectional dependence 0 0 0 17 2 6 8 37
Bootstrapping factor-augmented regression models 0 0 0 59 2 3 6 174
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 2 5 5 460
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 1 3 4 535
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 3 6 385
Jumps in the Volatility of Financial Markets 0 0 0 68 0 5 5 241
Long memory and the relation between implied and realized volatility 0 0 1 478 1 3 9 967
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 0 0 4 38
Past Market Variance and Asset Prices 0 0 0 22 1 2 3 71
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 2 3 7 590
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 1 2 3 33
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 1 4 5 543
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 2 4 4 315
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 1 4 5 290
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 3 5 10 571
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 3 4 6 637
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 2 5 11 208
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 3 4 7 612
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 3 4 4 553
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 0 1 217
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 96 2 5 6 370
The scale of predictability 0 0 0 38 1 1 1 59
The scale of predictability 0 0 0 33 1 1 1 134
The scale of predictability 0 0 0 16 5 8 8 60
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 1 2 3 32
Total Working Papers 0 0 11 2,762 51 122 186 9,304

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 1 111 2 2 5 370
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 5 6 359
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 1 4 145
Bootstrap Prediction Intervals for Factor Models 1 2 2 10 3 12 16 71
Bootstrapping factor models with cross sectional dependence 0 0 1 11 1 2 9 48
Bootstrapping factor-augmented regression models 0 2 11 163 1 7 21 377
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 1 3 3 74
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 2 4 738
Incidental trends and the power of panel unit root tests 0 0 1 54 0 3 7 225
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 1 2 2 299
Long-run risk-return trade-offs 0 0 2 131 1 5 9 332
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 4 8 13 343
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 3 53
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 2 2 6 38
Recent developments in bootstrap methods for dependent data 0 0 2 39 3 3 7 106
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 1 2 47 2 6 11 453
Resampling methods in econometrics 0 0 0 73 1 1 3 167
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 3 6 247
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 2 3 5 12
Testing for a unit root in panels with dynamic factors 1 1 2 348 7 15 27 1,032
Tests of equal accuracy for nested models with estimated factors 0 0 3 70 3 4 12 152
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 2 2 137
The scale of predictability 0 0 0 34 0 2 9 163
Total Journal Articles 2 6 30 1,590 36 94 190 5,941

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Statistics updated 2026-01-09