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Perron, Benoit


 SSRN Author Rank: 16,211 by Downloads
 Professor
 

University of Montreal - Department of Economics


 C.P. 6128, succursale Centre-Ville
 Montreal, Quebec H3C 3J7
 Canada
 514-343-2126 (Phone)
 514-343-5831 (Fax)
 email address
 

Center for Interuniversity Research and Analysis on Organization (CIRANO)


 2020 rue University, 25th floor
 Montreal H3C 3J7, Quebec
 Canada
 email address
 

University of Montreal - Center for Interuniversity Research in Econometrics


 C.P. 6128, Succursale Centre-ville
 Montreal, Quebec H3C 3J7
 Canada
 email address

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. Perron, Benoit's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,765
Total
Citations
108
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Mar 02
607
(25,721)
1

2.  
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Tamoni, Andrea
London School of Economics & Political Science (LSE)
Tebaldi, Claudio
Bocconi University, IGIER and CAREFIN
Posted:
05 Dec 12
Last Revised:
30 Sep 14
311
(59,823)
3

3.   Incl. Electronic Paper
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
30 Apr 03
Last Revised:
17 Nov 13
259
(73,132)
78

4.  
The Shape of Risk Premium: Evidence from a Semiparametric GARCH Model | Show Abstract | Download This Paper |
Universite de Montreal, C.R.D.E. Working Paper No. 0899
Number of Pages in PDF File: 32
Linton, Oliver B.
University of Cambridge
Perron, Benoit
University of Montreal - Department of Economics
Posted:
19 May 01
199
(96,173)
3

5.  
Incidental Trends and the Power of Panel Unit Root Tests | Show Abstract | Download This Paper |
Cowles Foundation Discussion Paper No. 1435, USC CLEO Research Paper No. C03-17, IEPR Working Paper No. 05-38
Number of Pages in PDF File: 64
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
05 Sep 03
177
(107,331)
15

6.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
29 Apr 03
73
(207,537)
2

7.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
16 Nov 05
67
(217,664)
2

8.  
Bootstrapping Factor-Augmented Regression Models | Show Abstract | Download This Paper |
CIRANO - Scientific Publications 2012s-12
Number of Pages in PDF File: 59
Gonçalves, Sílvia
University of Montreal - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
10 May 12
34
(292,510)
 

9.  
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
15 Feb 11
29
(308,423)
4

10.  
Asymptotic Local Power of Pooled T-Ratio Tests for Unit Roots in Panels with Fixed Effects | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 11, Issue 1, pp. 80-104, February 2008
Number of Pages in PDF File: 25
Roger Moon, Hyungsik
affiliation not provided to SSRN
Perron, Benoit
University of Montreal - Department of Economics
Posted:
29 Feb 08
9
(393,842)
 

11.  
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation | Show Abstract | Add to Cart |
Recent developments in bootstrap methods for dependent data, Vol. 36, Issue 3, pp. 481-502, 2015
Number of Pages in PDF File: 22
Djogbenou, Antoine Alex
University of Montreal - Department of Economics
Gonçalves, Sílvia
University of Montreal - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Posted:
24 Apr 15
0
(444,360)
 

12.  
Point‐Optimal Panel Unit Root Tests with Serially Correlated Errors | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 17, Issue 3, pp. 338-372, 2014
Number of Pages in PDF File: 35
Moon, Hyungsik Roger
University of Southern California - Department of Economics
Perron, Benoit
University of Montreal - Department of Economics
Phillips, Peter C. B.
Yale University - Cowles Foundation
Posted:
20 Oct 14
0
(444,360)
 

13.  
Past Market Variance and Asset Prices | Show Abstract |
CIRANO - Scientific Publications No. 2011s-16
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
15 Feb 11
 

14.  
Long Memory and the Relation between Implied and Realized Volatility | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 4, pp. 636-670, 2006
Bandi, Federico M.
University of Chicago - Booth School of Business
Perron, Benoit
University of Montreal - Department of Economics
Posted:
02 Apr 08
 


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