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 1 5 392
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 3 4 106
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 3 3 5 77
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 72 2 2 4 145
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 0 0 6 58
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 2 5 6 104
Bootstrap prediction intervals for factor models 0 0 0 81 3 7 8 125
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 4 5 10 155
Bootstrapping factor models with cross sectional dependence 0 0 0 17 4 4 6 35
Bootstrapping factor-augmented regression models 0 0 0 59 0 2 4 172
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 2 2 5 384
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 2 2 3 534
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 3 3 458
Jumps in the Volatility of Financial Markets 0 0 0 68 3 5 5 241
Long memory and the relation between implied and realized volatility 0 0 1 478 2 3 8 966
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 1 2 70
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 1 5 588
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 1 2 32
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 2 3 4 542
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 1 2 2 313
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 2 3 4 289
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 2 2 7 568
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 1 1 3 634
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 3 158 1 5 10 206
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 1 1 550
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 1 2 4 609
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 1 3 4 368
The scale of predictability 0 0 0 33 0 0 0 133
The scale of predictability 0 0 0 38 0 0 0 58
The scale of predictability 0 0 0 16 1 3 3 55
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 1 2 31
Total Working Papers 0 1 12 2,762 42 76 140 9,253

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 0 0 3 368
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 2 5 7 359
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 1 1 5 145
Bootstrap Prediction Intervals for Factor Models 1 1 1 9 3 9 13 68
Bootstrapping factor models with cross sectional dependence 0 0 1 11 1 1 9 47
Bootstrapping factor-augmented regression models 2 3 11 163 3 7 20 376
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 2 2 2 73
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 1 4 737
Incidental trends and the power of panel unit root tests 0 0 1 54 2 3 7 225
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 1 1 298
Long-run risk-return trade-offs 0 0 2 131 3 4 8 331
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 1 1 62 2 6 9 339
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 1 1 5 53
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 0 4 36
Recent developments in bootstrap methods for dependent data 0 0 2 39 0 0 5 103
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 1 2 47 0 4 9 451
Resampling methods in econometrics 0 0 0 73 0 0 2 166
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 2 5 246
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 1 1 4 10
Testing for a unit root in panels with dynamic factors 0 0 3 347 7 8 22 1,025
Tests of equal accuracy for nested models with estimated factors 0 1 3 70 0 3 9 149
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 1 2 2 137
The scale of predictability 0 0 0 34 1 3 9 163
Total Journal Articles 3 7 31 1,588 32 64 164 5,905

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Statistics updated 2025-12-06