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 2 8 397
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 3 8 111
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 3 16 88
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 5 10 153
Bootstrap Inference Under Cross Sectional Dependence 1 1 2 33 2 5 19 76
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 1 79 0 2 13 111
Bootstrap prediction intervals for factor models 0 0 0 81 1 2 15 133
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 2 6 18 166
Bootstrapping factor models with cross sectional dependence 0 0 0 17 1 5 20 50
Bootstrapping factor-augmented regression models 0 0 1 60 0 2 14 182
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 1 9 388
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 1 8 463
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 1 4 10 542
Jumps in the Volatility of Financial Markets 0 0 0 68 0 4 10 246
Long memory and the relation between implied and realized volatility 0 1 1 479 0 2 15 974
Modélisation de règles budgétaires pour l’après-COVID 0 0 1 23 1 1 5 41
Past Market Variance and Asset Prices 0 0 0 22 0 4 12 80
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 1 10 594
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 7 11 41
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 0 4 14 553
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 4 12 323
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 2 5 13 299
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 0 5 14 579
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 11 21 654
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 2 158 0 1 10 209
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 1 4 15 621
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 4 9 558
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 4 7 223
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 96 0 6 14 379
The scale of predictability 0 0 0 38 1 3 8 66
The scale of predictability 0 0 0 33 0 4 13 146
The scale of predictability 0 0 0 16 0 5 18 70
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 0 4 12 42
Total Working Papers 1 2 8 2,766 15 124 411 9,558

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 0 111 0 4 9 376
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 2 9 363
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel 0 0 0 37 0 3 7 151
Bootstrap Prediction Intervals for Factor Models 0 1 4 12 1 4 23 80
Bootstrapping factor models with cross sectional dependence 0 0 0 11 0 2 8 53
Bootstrapping factor-augmented regression models 0 0 5 163 0 3 20 385
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 1 10 81
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 1 2 9 744
Incidental trends and the power of panel unit root tests 0 0 0 54 0 5 10 232
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 4 8 305
Long-run risk-return trade-offs 0 0 0 131 0 2 13 339
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 1 62 0 0 16 348
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 5 56
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 3 8 43
Recent developments in bootstrap methods for dependent data 0 0 1 39 0 7 14 116
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 47 1 6 15 461
Resampling methods in econometrics 0 0 0 73 0 6 9 175
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 3 14 255
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 1 7 16
Testing for a unit root in panels with dynamic factors 0 0 1 348 3 10 37 1,051
Tests of equal accuracy for nested models with estimated factors 0 0 2 70 1 6 17 160
The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model 0 0 0 0 0 0 8 143
The scale of predictability 0 0 0 34 1 1 14 173
Total Journal Articles 0 1 15 1,592 8 76 290 6,106

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Statistics updated 2026-06-04