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 4 377
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 1 1 88
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 27 0 1 8 59
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 0 4 128
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 2 72 0 1 4 77
Bootstrapping factor-augmented regression models 0 0 5 53 1 2 8 130
Incidental Trends and the Power of Panel Unit Root Tests 1 1 1 128 3 4 13 494
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 1 341
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 11 393
Jumps in the Volatility of Financial Markets 0 0 0 67 0 0 1 223
Long memory and the relation between implied and realized volatility 0 0 0 470 1 1 5 924
Past Market Variance and Asset Prices 0 0 0 20 0 0 0 59
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 1 1 3 576
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 42 1 1 6 297
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 83 2 3 7 526
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 1 2 6 274
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 195 1 2 13 515
Testing for a Unit Root in Panels with Dynamic Factors 2 2 5 249 5 7 21 589
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 2 12 124 3 5 22 120
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 177 0 0 5 581
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 4 522
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 0 2 206
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 1 1 92 0 1 5 343
The scale of predictability 0 3 6 31 0 3 13 95
The scale of predictability 0 2 4 37 0 2 7 39
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 1 1 0 0 2 15
Total Working Papers 4 11 39 2,433 21 39 176 7,991


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 1 1 107 1 1 5 345
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 41 0 0 4 324
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 26 0 0 2 116
Bootstrapping factor-augmented regression models 2 4 20 77 2 4 32 174
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 7 0 0 0 59
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 197 1 2 4 720
Incidental trends and the power of panel unit root tests 0 1 1 52 1 2 5 170
Long Memory and the Relation Between Implied and Realized Volatility 0 1 2 97 2 3 16 255
Long-run risk-return trade-offs 1 1 2 110 3 5 13 273
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 59 1 1 4 316
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 0 0 1 27
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 2 1 1 5 25
Recent developments in bootstrap methods for dependent data 1 1 1 19 2 2 5 45
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 1 1 38 0 3 16 354
Resampling methods in econometrics 0 0 2 69 0 0 2 149
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 2 9 228
Testing for a unit root in panels with dynamic factors 0 5 14 299 6 15 57 746
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 2 127
Total Journal Articles 5 15 44 1,237 21 41 182 4,453


Statistics updated 2019-09-09