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 1 7 398
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel 0 0 0 29 1 1 15 89
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 1 9 112
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 11 154
Bootstrap Inference Under Cross Sectional Dependence 0 0 2 33 0 2 20 78
Bootstrap inference in regressions with estimated factors and serial correlation 0 0 0 79 1 2 14 113
Bootstrap prediction intervals for factor models 0 1 1 82 0 1 16 134
Bootstrapping Factor Models With Cross Sectional Dependence 0 0 0 47 0 0 17 167
Bootstrapping factor models with cross sectional dependence 0 1 1 18 0 1 21 52
Bootstrapping factor-augmented regression models 0 0 1 60 0 1 12 183
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 92 1 2 11 466
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 85 0 0 6 388
Incidental Trends and the Power of Panel Unit Root Tests 0 0 0 131 0 0 10 542
Jumps in the Volatility of Financial Markets 0 0 0 68 0 1 11 247
Long memory and the relation between implied and realized volatility 0 0 1 479 3 4 14 978
Modélisation de règles budgétaires pour l’après-COVID 0 0 0 23 1 1 4 42
Past Market Variance and Asset Prices 0 0 0 22 0 0 11 80
Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation 0 0 0 0 0 2 9 596
Règles budgétaires touchant les dépenses consolidées 0 0 0 17 0 0 10 41
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 43 0 0 12 323
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off 0 0 0 84 0 0 14 553
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off 0 0 0 50 0 0 13 299
TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS 0 0 0 205 0 1 14 580
Testing for a Unit Root in Panels with Dynamic Factors 0 0 0 254 0 2 23 656
Tests of Equal Accuracy for Nested Models with Estimated Factors 0 0 1 159 0 1 9 212
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 184 0 2 16 624
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity 0 0 0 0 1 2 11 560
The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model 0 0 0 48 0 2 8 225
The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model 0 0 0 96 0 2 16 381
The scale of predictability 0 0 0 38 0 0 9 67
The scale of predictability 0 0 0 33 0 1 15 148
The scale of predictability 0 0 0 16 0 2 21 73
The shape of the risk premium: evidence from a semiparametric GARCH model 0 0 0 1 1 1 13 43
Total Working Papers 0 2 7 2,769 11 36 422 9,604

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 1 1 112 0 1 9 377
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects 0 0 0 42 0 0 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 0 7 151
Bootstrap Prediction Intervals for Factor Models 0 0 4 12 2 2 23 82
Bootstrapping factor models with cross sectional dependence 0 0 0 11 1 1 9 55
Bootstrapping factor-augmented regression models 0 1 3 164 1 4 20 390
Détection non paramétrique de sauts dans la volatilité des marchés financiers 0 0 0 8 0 0 10 81
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity 0 0 0 199 0 0 8 744
Incidental trends and the power of panel unit root tests 0 0 0 54 0 2 13 235
Long Memory and the Relation Between Implied and Realized Volatility 0 0 0 106 0 1 9 306
Long-run risk-return trade-offs 0 0 0 131 0 1 13 340
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER 0 0 0 62 0 1 14 349
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS 0 0 0 11 0 1 5 57
Point‐optimal panel unit root tests with serially correlated errors 0 0 0 4 0 2 9 45
Recent developments in bootstrap methods for dependent data 0 0 0 39 1 1 14 117
Relation entre le taux de change et les exportations nettes: test de la condition Marshall-Lerner pour le Canada 0 0 1 47 0 0 15 462
Resampling methods in econometrics 0 0 0 73 0 0 9 175
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff 0 0 0 29 0 0 11 255
Special Issue “Celebrated Econometricians: Peter Phillips” 0 0 0 1 0 1 8 17
Testing for a unit root in panels with dynamic factors 0 0 2 349 3 6 42 1,059
Tests of equal accuracy for nested models with estimated factors 0 0 0 70 0 0 12 160
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 4 16 177
Total Journal Articles 0 2 11 1,595 9 28 293 6,140

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Statistics updated 2026-10-11