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 3 380
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 58 1 2 10 98
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 1 28 0 0 8 67
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel 0 0 0 70 0 1 4 132
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 73 1 1 5 82
Bootstrap prediction intervals for factor models 0 0 7 78 1 5 23 87
Bootstrapping Factor Models With Cross Sectional Dependence 0 2 18 34 5 13 58 92
Bootstrapping factor models with cross sectional dependence 1 1 1 14 1 2 5 12
Bootstrapping factor-augmented regression models 2 2 4 57 6 7 14 144
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 16 409
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 1 2 12 353
Incidental Trends and the Power of Panel Unit Root Tests 0 1 2 130 2 6 15 509
Jumps in the Volatility of Financial Markets 0 1 1 68 2 3 7 230
Long memory and the relation between implied and realized volatility 0 0 1 471 3 3 11 935
Past Market Variance and Asset Prices 0 0 0 20 0 0 3 62
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 0 1 577
Règles budgétaires touchant les dépenses consolidées 0 0 0 15 1 1 5 24
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 83 0 2 7 533
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 42 1 2 6 303
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 1 2 10 284
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 195 1 4 14 529
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 249 1 4 10 599
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 2 11 135 4 6 24 144
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 177 0 2 4 585
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 3 13 535
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 2 2 5 211
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 1 93 1 1 10 353
The scale of predictability 0 0 0 31 3 7 17 112
The scale of predictability 0 0 0 37 0 2 7 46
The scale of predictability 0 0 1 14 2 4 10 35
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 2 2 7 22
Total Working Papers 3 9 49 2,610 44 91 344 8,484


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 1 1 3 110 1 2 10 355
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 41 0 1 6 330
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 1 27 1 5 8 124
Bootstrap Prediction Intervals for Factor Models 0 0 1 2 1 1 6 27
Bootstrapping factor-augmented regression models 1 3 16 93 4 9 34 208
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 7 0 0 4 63
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 197 0 1 5 725
Incidental trends and the power of panel unit root tests 0 0 0 52 0 4 15 185
Long Memory and the Relation Between Implied and Realized Volatility 0 0 2 99 0 1 10 265
Long-run risk-return trade-offs 0 2 2 112 1 4 14 287
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 59 0 0 2 318
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 8 0 1 5 32
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 2 0 0 1 26
Recent developments in bootstrap methods for dependent data 0 0 0 19 1 1 11 56
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 2 40 1 5 27 381
Resampling methods in econometrics 0 0 0 69 1 1 4 153
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 1 7 235
Testing for a unit root in panels with dynamic factors 3 3 14 313 7 19 59 805
Tests of equal accuracy for nested models with estimated factors 0 1 7 32 2 4 20 75
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 1 2 129
The scale of predictability 0 3 7 11 2 10 27 48
Total Journal Articles 5 13 55 1,322 22 71 277 4,827


Statistics updated 2020-09-04