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 1 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 7 11 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 0 2 5 107
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 4 5 147
Bootstrap Inference Under Cross Sectional Dependence 0 0 1 31 7 10 13 68
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 4 6 10 108
Bootstrap prediction intervals for factor models 0 0 0 81 4 7 11 129
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 3 9 14 160
Bootstrapping factor models with cross sectional dependence 0 0 0 17 3 9 11 40
Bootstrapping factor-augmented regression models 0 0 0 59 5 7 11 179
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 2 5 6 537
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 2 5 7 462
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 2 5 8 387
Jumps in the Volatility of Financial Markets 0 0 0 68 1 4 6 242
Long memory and the relation between implied and realized volatility 0 0 1 478 4 7 13 971
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 2 2 6 40
Past Market Variance and Asset Prices 0 0 0 22 4 6 7 75
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 3 5 10 593
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 1 2 4 34
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 3 6 8 546
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 3 6 7 318
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 3 6 7 293
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 3 8 13 574
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 6 10 12 643
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 3 158 0 3 11 208
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 3 7 10 615
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 4 5 554
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 2 2 3 219
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 96 2 5 8 372
The scale of predictability 0 0 0 38 4 5 5 63
The scale of predictability 0 0 0 16 4 10 12 64
The scale of predictability 0 0 0 33 7 8 8 141
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 6 7 9 38
Total Working Papers 0 0 11 2,762 103 196 286 9,407

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 2 4 7 372
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 2 4 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 3 4 7 148
Bootstrap Prediction Intervals for Factor Models 0 2 2 10 2 8 17 73
Bootstrapping factor models with cross sectional dependence 0 0 1 11 2 4 10 50
Bootstrapping factor-augmented regression models 0 2 9 163 3 7 21 380
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 5 8 8 79
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 2 4 6 740
Incidental trends and the power of panel unit root tests 0 0 0 54 2 4 7 227
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 2 3 4 301
Long-run risk-return trade-offs 0 0 2 131 5 9 14 337
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 3 9 16 346
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 1 2 4 54
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 2 4 7 40
Recent developments in bootstrap methods for dependent data 0 0 2 39 3 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 2 4 13 455
Resampling methods in econometrics 0 0 0 73 1 2 3 168
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 4 6 10 251
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 2 5 7 14
Testing for a unit root in panels with dynamic factors 0 1 2 348 8 22 33 1,040
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 2 5 13 154
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 6 7 8 143
The scale of predictability 0 0 0 34 8 9 17 171
Total Journal Articles 0 5 26 1,590 72 140 249 6,013

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Statistics updated 2026-02-12