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 1 387
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 0 0 0 100
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 28 0 0 0 70
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 1 72 0 0 1 136
Bootstrap Inference Under Cross Sectional Dependence 0 1 29 29 1 7 37 37
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 76 0 0 2 93
Bootstrap prediction intervals for factor models 0 0 1 81 0 0 5 114
Bootstrapping Factor Models With Cross Sectional Dependence 1 1 4 44 2 3 14 134
Bootstrapping factor models with cross sectional dependence 0 0 2 16 0 0 3 24
Bootstrapping factor-augmented regression models 1 1 1 59 1 1 4 163
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 2 374
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 0 3 8 452
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 130 0 0 2 527
Jumps in the Volatility of Financial Markets 0 0 0 68 0 0 1 233
Long memory and the relation between implied and realized volatility 0 0 1 475 0 1 4 952
Modélisation de règles budgétaires pour lâaprès-COVID 0 1 9 18 0 1 13 23
Past Market Variance and Asset Prices 0 0 0 21 0 0 1 67
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 0 2 582
Règles budgétaires touchant les dépenses consolidées 0 0 1 17 0 0 2 30
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 0 0 310
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 83 0 0 0 537
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 0 0 285
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 3 201 1 5 13 557
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 253 1 1 5 622
Tests of Equal Accuracy for Nested Models with Estimated Factors 1 1 2 143 2 3 7 176
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 0 0 2 544
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 2 181 0 0 4 602
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 1 2 215
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 95 0 0 0 363
The scale of predictability 0 0 0 16 0 1 2 50
The scale of predictability 0 0 0 37 0 1 2 55
The scale of predictability 0 0 0 31 0 0 0 124
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 0 0 28
Total Working Papers 3 5 57 2,713 8 28 139 8,966


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 0 110 0 1 2 362
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 3 349
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 2 33 0 1 5 137
Bootstrap Prediction Intervals for Factor Models 0 0 2 7 0 1 6 52
Bootstrapping factor models with cross sectional dependence 0 0 3 5 0 1 7 21
Bootstrapping factor-augmented regression models 4 7 17 134 6 13 35 327
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 0 1 71
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 198 1 1 1 732
Incidental trends and the power of panel unit root tests 0 0 1 53 0 2 7 215
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 105 0 2 9 292
Long-run risk-return trade-offs 0 1 2 122 0 1 5 311
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 61 0 0 0 326
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 2 10 1 2 4 47
Point‐optimal panel unit root tests with serially correlated errors 0 0 1 4 0 0 1 30
Recent developments in bootstrap methods for dependent data 0 1 4 32 0 2 8 83
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 0 42 0 3 6 427
Resampling methods in econometrics 0 0 1 71 0 0 1 159
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 0 2 241
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 1 1 0 0 2 4
Testing for a unit root in panels with dynamic factors 0 1 10 336 8 16 64 960
Tests of equal accuracy for nested models with estimated factors 0 0 4 54 1 2 9 121
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 0 134
The scale of predictability 0 1 2 29 1 6 21 136
Total Journal Articles 4 11 52 1,486 18 54 199 5,537


Statistics updated 2023-05-07