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 8 397
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 1 16 88
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 3 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 72 1 6 11 154
Bootstrap Inference Under Cross Sectional Dependence 0 1 2 33 0 3 19 76
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 0 1 12 111
Bootstrap prediction intervals for factor models 0 0 0 81 0 2 15 133
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 6 19 167
Bootstrapping factor models with cross sectional dependence 0 0 0 17 1 5 21 51
Bootstrapping factor-augmented regression models 0 0 1 60 0 2 13 182
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 9 464
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 4 10 542
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 1 9 388
Jumps in the Volatility of Financial Markets 0 0 0 68 0 4 10 246
Long memory and the relation between implied and realized volatility 0 1 1 479 0 2 13 974
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 0 1 5 41
Past Market Variance and Asset Prices 0 0 0 22 0 4 12 80
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 1 10 594
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 5 11 41
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 0 4 14 553
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 4 12 323
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 5 13 299
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 0 4 14 579
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 9 21 654
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 2 159 2 3 11 211
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 1 4 16 622
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 3 9 558
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 4 7 223
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 96 0 5 14 379
The scale of predictability 0 0 0 33 1 3 14 147
The scale of predictability 0 0 0 38 1 4 9 67
The scale of predictability 0 0 0 16 1 4 19 71
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 2 12 42
Total Working Papers 1 3 7 2,767 10 111 416 9,568

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 0 111 0 3 9 376
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 1 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 3 7 151
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 0 3 23 80
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 3 9 54
Bootstrapping factor-augmented regression models 0 0 4 163 1 3 20 386
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 1 10 81
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 0 2 9 744
Incidental trends and the power of panel unit root tests 0 0 0 54 1 3 11 233
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 3 8 305
Long-run risk-return trade-offs 0 0 0 131 0 1 13 339
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 0 0 15 348
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 5 56
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 3 8 43
Recent developments in bootstrap methods for dependent data 0 0 1 39 0 6 14 116
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 47 1 6 16 462
Resampling methods in econometrics 0 0 0 73 0 5 9 175
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 1 13 255
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 1 7 16
Testing for a unit root in panels with dynamic factors 1 1 2 349 2 10 38 1,053
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 0 4 17 160
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 0 1 14 173
Total Journal Articles 1 1 15 1,593 6 64 292 6,112

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Statistics updated 2026-07-10