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 3 8 395
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 8 13 85
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 2 5 108
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 3 5 148
Bootstrap Inference Under Cross Sectional Dependence 1 1 2 32 3 13 15 71
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 1 5 11 109
Bootstrap prediction intervals for factor models 0 0 0 81 2 6 13 131
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 5 14 160
Bootstrapping factor models with cross sectional dependence 0 0 0 17 5 10 16 45
Bootstrapping factor-augmented regression models 1 1 1 60 1 8 12 180
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 3 8 387
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 4 7 462
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 1 4 7 538
Jumps in the Volatility of Financial Markets 0 0 0 68 0 1 6 242
Long memory and the relation between implied and realized volatility 0 0 1 478 1 6 14 972
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 0 2 5 40
Past Market Variance and Asset Prices 0 0 0 22 1 6 8 76
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 5 10 593
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 2 4 34
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 3 7 11 549
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 1 6 8 319
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 1 5 8 294
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 1 205 0 6 11 574
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 9 11 643
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 0 2 10 208
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 2 8 11 617
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 4 5 554
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 2 3 219
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 96 1 5 9 373
The scale of predictability 0 0 0 33 1 9 9 142
The scale of predictability 0 0 0 16 1 10 13 65
The scale of predictability 0 0 0 38 0 5 5 63
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 7 8 38
Total Working Papers 2 2 11 2,764 27 181 303 9,434

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 4 7 372
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 2 8 361
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 37 0 3 7 148
Bootstrap Prediction Intervals for Factor Models 1 2 3 11 3 8 20 76
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 4 8 51
Bootstrapping factor-augmented regression models 0 0 8 163 2 6 22 382
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 1 7 9 80
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 2 5 7 742
Incidental trends and the power of panel unit root tests 0 0 0 54 0 2 6 227
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 3 4 301
Long-run risk-return trade-offs 0 0 2 131 0 6 14 337
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 2 9 18 348
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 2 4 55
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 4 7 40
Recent developments in bootstrap methods for dependent data 0 0 2 39 0 6 9 109
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 2 47 0 4 13 455
Resampling methods in econometrics 0 0 0 73 1 3 4 169
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 1 6 11 252
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 1 5 6 15
Testing for a unit root in panels with dynamic factors 0 1 1 348 1 16 32 1,041
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 0 5 12 154
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 6 8 143
The scale of predictability 0 0 0 34 1 9 17 172
Total Journal Articles 1 3 24 1,591 17 125 253 6,030

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Statistics updated 2026-03-04