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 1 2 4 391
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 1 103
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 2 2 2 74
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 0 2 143
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 31 1 1 7 58
Bootstrap inference in regressions with estimated factors and serial correlation 0 1 1 79 0 1 2 99
Bootstrap prediction intervals for factor models 0 0 0 81 0 0 2 118
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 5 150
Bootstrapping factor models with cross sectional dependence 0 0 1 17 1 1 6 31
Bootstrapping factor-augmented regression models 0 0 0 59 0 2 4 170
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 1 532
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 3 3 3 382
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 1 478 1 4 5 963
Modélisation de règles budgétaires pour l’après-COVID 1 1 2 23 2 2 6 38
Past Market Variance and Asset Prices 0 0 0 22 1 1 1 69
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 3 3 4 587
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 1 1 31
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 0 0 1 539
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 0 0 311
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 0 1 286
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 0 1 5 566
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 0 2 633
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 1 5 157 1 2 11 201
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 0 549
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 1 1 2 607
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 1 1 1 217
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 96 0 0 1 365
The scale of predictability 0 0 0 16 0 0 0 52
The scale of predictability 0 0 0 38 0 0 0 58
The scale of predictability 0 0 0 33 0 0 0 133
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 0 1 30
Total Working Papers 1 3 16 2,761 19 30 82 9,177

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 1 1 5 368
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 4 354
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 0 4 144
Bootstrap Prediction Intervals for Factor Models 0 0 0 8 1 2 4 59
Bootstrapping factor models with cross sectional dependence 0 0 3 11 1 1 13 46
Bootstrapping factor-augmented regression models 1 2 9 160 2 4 15 369
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 0 199 0 1 3 736
Incidental trends and the power of panel unit root tests 0 0 1 54 0 0 4 222
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 0 0 297
Long-run risk-return trade-offs 0 0 4 131 0 1 7 327
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 1 4 333
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 0 1 4 52
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 1 1 4 36
Recent developments in bootstrap methods for dependent data 1 1 4 39 1 1 11 103
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 46 1 1 6 447
Resampling methods in econometrics 0 0 0 73 0 0 3 166
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 3 3 244
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 0 3 9
Testing for a unit root in panels with dynamic factors 0 0 4 347 0 3 16 1,017
Tests of equal accuracy for nested models with estimated factors 0 1 2 69 0 3 7 146
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 0 34 0 1 7 160
Total Journal Articles 2 4 32 1,581 9 25 128 5,841

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Statistics updated 2025-09-05