Benoit Perron

Names

Contact

Affiliations

• Université de Montréal → Département de Sciences Économiques (weight: 80%)
  • website
  • location: Montréal, Canada
• Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 15%)
  • website
  • location: Montréal, Canada
• Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 5%)
  • website
  • location: Montréal, Canada

Research profile

author of:

• Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
  by Benoit Perron
• Incidental Trends and the Power of Panel Unit Root Tests
  by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips
• Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off
  by Benoit Perron
• The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.
  by MOON, Hyungsik Roger & PERRON, Benoit
• Testing for a Unit Root in Panels with Dynamic Factors
  by MOON, Hyungsik Roger & PERRON, Benoit.
• Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
  by PERRON, Benoît
• The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model.
  by LINTON, Olivier & PERRON, Benoît
• Jumps in the Volatility of Financial Markets.
  by PERRON, Benoît
• Long memory and the relation between implied and realized volatility
  by Federico Bandi & Benoit Perron
• Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff
  by Benoit Perron
• Incidental Trends and the Power of Panel Unit Root Tests
  by Peter C. B. Phillips & Hyungsik Roger Moon & Benoit Perron
• The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.
  by Moon, H. R. & Perron, P.
• The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model
  by Benoit Perron & Oliver Linton
• Incidental Trends and the Power of Panel Unit Root Tests
  by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips
• Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation.
  by Perron, B.
• Resampling methods in econometrics
  by Dufour, Jean-Marie & Perron, Benoit
• The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model.
  by Linton, Oliver & Perron, Benoit
• Long-run risk-return trade-offs
  by Bandi, Federico M. & Perron, Benoît
• Incidental trends and the power of panel unit root tests
  by Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C. B.
• Testing for a unit root in panels with dynamic factors
  by Moon, H. R. Hyungsik Roger & Perron, Benoit
• ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
  by Moon, H. R. & Perron, B. & Phillips, P. C. B.
• An empirical analysis of nonstationarity in a panel of interest rates with factors
  by Benoit Perron & Hyungsik Roger Moon
• Long Memory and the Relation Between Implied and Realized Volatility
  by Federico M. Bandi & Benoit Perron
• An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors
  by Hyungsik Roger Moon & Benoit Perron
• Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
  by Hyungsik Roger Moon & Benoit Perron
• Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
  by Hyungsik Roger Moon & Benoit Perron
• Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel
  by MOON, H. R. & PERRON, Benoit
• Détection non paramétrique de sauts dans la volatilité des marchés financiers
  by Perron, Benoit
• Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
  by MOON, Hyungsik Roger & PERRON, Benoit
• Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada
  by Morel, Louis & Perron, Benoit
• Past Market Variance and Asset Prices
  by Federico M. Bandi & Benoit Perron
• The shape of the risk premium: evidence from a semiparametric GARCH model
  by Linton, Oliver & Perron, Benoit
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
  by Moon, Hyungsik Roger & Perron, Benoit
• Point‐optimal panel unit root tests with serially correlated errors
  by Hyungsik Roger Moon & Benoit Perron & Peter C. B. Phillips
• Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
  by Hyungsik Roger Moon & Benoit Perron
• Bootstrapping factor-augmented regression models
  by Silvia Gonçalves & Benoit Perron
• Bootstrapping factor-augmented regression models
  by Gonçalves, Sílvia & Perron, Benoit
• TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS
  by Hyungsik Roger MOON & Benoit PERRON
• Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
  by Moon, H. R. & Perron, B.
• The scale of predictability
  by Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi
• The scale of predictability
  by Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi
• Bootstrap inference in regressions with estimated factors and serial correlation
  by Antoine Djogbenou & Silvia Gonçalves & Benoit Perron
• Tests of Equal Accuracy for Nested Models with Estimated Factors
  by Silvia Goncalves & Michael W. McCracken & Benoit Perron
• Recent developments in bootstrap methods for dependent data
  by Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Antoine Djogbenou & Sílvia Gonçalves & Benoit Perron
• Règles budgétaires touchant les dépenses consolidées
  by Bryan Campbell & Michel Magnan & Benoit Perron & Zabiullah Tarshi
• The scale of predictability
  by Bandi, F. M. & Perron, B. & Tamoni, A. & Tebaldi, C.
• Bootstrap Prediction Intervals for Factor Models
  by Sílvia Gonçalves & Benoit Perron & Antoine Djogbenou
• The scale of predictability
  by Bandi, F. M. & Perron, B. & Tamoni, Andrea & Tebaldi, C.
• Bootstrapping Factor Models With Cross Sectional Dependence
  by Sílvia GONÇALVES & Benoit PERRON
• Tests of equal accuracy for nested models with estimated factors
  by Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit
• Bootstrapping factor models with cross sectional dependence
  by GONÇALVES, Sílvia & PERRON, Benoit
• Bootstrap prediction intervals for factor models
  by Silvia Gonçalves & Benoit Perron & Antoine Djogbenou