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 0 6 397
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 59 0 0 8 111
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 0 0 14 88
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 0 1 11 154
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 33 2 2 20 78
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 1 1 13 112
Bootstrap prediction intervals for factor models 0 1 1 82 0 1 16 134
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 1 17 167
Bootstrapping factor models with cross sectional dependence 0 1 1 18 0 2 21 52
Bootstrapping factor-augmented regression models 0 0 1 60 1 1 13 183
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 6 388
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 10 542
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 10 465
Jumps in the Volatility of Financial Markets 0 0 0 68 1 1 11 247
Long memory and the relation between implied and realized volatility 0 0 1 479 1 1 12 975
Modélisation de règles budgétaires pour l’après-COVID 0 0 0 23 0 0 3 41
Past Market Variance and Asset Prices 0 0 0 22 0 0 11 80
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 2 2 9 596
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 0 10 41
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 0 12 323
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 0 0 14 553
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 0 13 299
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 1 1 14 580
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 1 2 23 656
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 2 159 1 3 11 212
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 1 10 559
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 3 17 624
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 1 2 8 225
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 96 2 2 16 381
The scale of predictability 0 0 0 33 1 2 15 148
The scale of predictability 0 0 0 16 0 3 21 73
The scale of predictability 0 0 0 38 0 1 9 67
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 0 12 42
Total Working Papers 0 3 8 2,769 19 35 416 9,593

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 1 1 112 0 1 9 377
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 9 363
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 37 0 0 7 151
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 0 0 21 80
Bootstrapping factor models with cross sectional dependence 0 0 0 11 0 1 8 54
Bootstrapping factor-augmented regression models 1 1 4 164 2 4 20 389
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 0 10 81
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 0 0 8 744
Incidental trends and the power of panel unit root tests 0 0 0 54 1 3 13 235
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 1 1 9 306
Long-run risk-return trade-offs 0 0 0 131 1 1 13 340
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 1 1 16 349
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 5 57
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 2 9 45
Recent developments in bootstrap methods for dependent data 0 0 0 39 0 0 13 116
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 47 0 1 15 462
Resampling methods in econometrics 0 0 0 73 0 0 9 175
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 0 11 255
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 1 8 17
Testing for a unit root in panels with dynamic factors 0 1 2 349 0 5 39 1,056
Tests of equal accuracy for nested models with estimated factors 0 0 1 70 0 0 14 160
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 2 3 16 176
Total Journal Articles 1 3 14 1,595 8 25 290 6,131

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Statistics updated 2026-09-10