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 0 0 0 387
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 0 72
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 1 2 103
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 2 4 143
Bootstrap Inference Under Cross Sectional Dependence 0 1 1 30 1 4 6 56
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 78 0 0 2 98
Bootstrap prediction intervals for factor models 0 0 0 81 0 1 4 118
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 1 2 146
Bootstrapping factor models with cross sectional dependence 0 0 1 17 0 0 4 29
Bootstrapping factor-augmented regression models 0 0 0 59 0 0 4 168
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 0 0 455
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 0 531
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 0 379
Jumps in the Volatility of Financial Markets 0 0 0 68 0 0 1 236
Long memory and the relation between implied and realized volatility 0 0 0 477 0 0 1 958
Modélisation de règles budgétaires pour l’après-COVID 0 0 3 22 1 1 8 35
Past Market Variance and Asset Prices 0 0 1 22 0 0 1 68
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 0 0 583
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 0 0 30
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 0 1 311
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 1 84 0 0 1 538
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 1 1 286
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 1 1 2 204 2 2 4 563
Testing for a Unit Root in Panels with Dynamic Factors 0 0 1 254 1 1 5 632
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 4 155 1 2 9 198
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 1 549
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 1 1 2 184 1 1 2 606
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 0 0 216
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 95 0 0 0 364
The scale of predictability 0 0 0 16 0 0 0 52
The scale of predictability 0 0 0 38 0 0 1 58
The scale of predictability 0 0 0 33 0 0 4 133
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 1 1 1 30
Total Working Papers 2 3 17 2,753 10 18 69 9,131

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 0 110 0 0 2 365
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 1 3 353
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 1 35 0 1 3 141
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 0 1 1 56
Bootstrapping factor models with cross sectional dependence 1 1 3 11 3 5 15 43
Bootstrapping factor-augmented regression models 1 3 9 155 1 4 15 360
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 0 0 71
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 1 199 1 2 3 735
Incidental trends and the power of panel unit root tests 0 1 1 54 1 3 3 221
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 0 1 297
Long-run risk-return trade-offs 0 0 6 129 0 0 8 323
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 0 1 330
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 1 1 11 1 3 3 51
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 1 2 33
Recent developments in bootstrap methods for dependent data 0 0 3 37 0 2 10 100
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 45 0 0 6 442
Resampling methods in econometrics 0 0 0 73 0 1 2 165
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 0 0 241
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 2 3 3 9
Testing for a unit root in panels with dynamic factors 1 3 8 347 2 6 25 1,009
Tests of equal accuracy for nested models with estimated factors 0 1 7 68 1 2 11 142
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 1 135
The scale of predictability 0 0 1 34 1 1 6 155
Total Journal Articles 3 10 42 1,567 13 36 124 5,777

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Statistics updated 2025-03-03