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 2 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 2 2 3 105
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 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 0 1 7 58
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 3 3 5 102
Bootstrap prediction intervals for factor models 0 0 0 81 4 4 6 122
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 1 2 6 151
Bootstrapping factor models with cross sectional dependence 0 0 0 17 0 1 3 31
Bootstrapping factor-augmented regression models 0 0 0 59 1 2 5 172
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 2 2 2 457
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 3 3 382
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 1 532
Jumps in the Volatility of Financial Markets 0 0 0 68 2 2 3 238
Long memory and the relation between implied and realized volatility 0 0 1 478 0 2 6 964
Modélisation de règles budgétaires pour l’après-COVID 0 1 1 23 0 2 5 38
Past Market Variance and Asset Prices 0 0 0 22 0 1 1 69
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 1 4 5 588
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 1 1 2 32
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 1 1 1 312
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 1 1 2 540
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 1 1 2 287
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 2 205 0 0 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 4 158 2 5 10 205
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 1 184 0 2 3 608
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 1 1 550
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 1 1 217
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 96 2 2 3 367
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 2 2 2 54
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 1 1 2 31
Total Working Papers 0 2 13 2,762 29 53 106 9,211

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 1 3 368
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 3 3 6 357
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 6 7 10 65
Bootstrapping factor models with cross sectional dependence 0 0 2 11 0 1 9 46
Bootstrapping factor-augmented regression models 0 2 9 161 3 6 17 373
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 0 3 736
Incidental trends and the power of panel unit root tests 0 0 1 54 1 1 5 223
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 1 1 1 298
Long-run risk-return trade-offs 0 0 3 131 1 1 7 328
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 1 1 62 2 4 7 337
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 1 11 0 0 4 52
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 1 4 36
Recent developments in bootstrap methods for dependent data 0 1 2 39 0 1 5 103
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 1 1 2 47 4 5 10 451
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 4 245
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 3 347 1 1 15 1,018
Tests of equal accuracy for nested models with estimated factors 0 1 3 70 1 3 10 149
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 1 1 2 136
The scale of predictability 0 0 0 34 1 2 9 162
Total Journal Articles 1 6 30 1,585 26 41 140 5,873

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Statistics updated 2025-11-08