Benoit Perron : Citation Profile

Are you Benoit Perron?

Université de Montréal (98% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (1% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (1% share)

13

H index

14

i10 index

1086

Citations

RESEARCH PRODUCTION:

23

Articles

32

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 40
   Journals where Benoit Perron has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 18 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe27
   Updated: 2024-01-16    RAS profile: 2022-05-17    
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Relations with other researchers

Works with:

Goncalves, Silvia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benoit Perron.

Is cited by:

Westerlund, Joakim (62)

Rault, Christophe (41)

Pesaran, Mohammad (33)

Tzavalis, Elias (20)

Afonso, Antonio (19)

Karavias, Yiannis (17)

Shahbaz, Muhammad (16)

Tamarit, Cecilio (15)

Carrion-i-Silvestre, Josep (14)

Ruiz, Esther (13)

Chang, Tsangyao (13)

Cites to:

Bai, Jushan (25)

Campbell, John (23)

Ng, Serena (21)

Phillips, Peter (14)

Bollerslev, Tim (10)

Andrews, Donald (9)

Goncalves, Silvia (9)

Watson, Mark (9)

pagan, adrian (8)

Nelson, Charles (8)

Moon, Hyungsik (8)

Main data

Where Benoit Perron has published?

Journals with more than one article published# docs
Journal of Econometrics9
Econometric Theory2
L'Actualit Economique2

Working Papers Series with more than one paper published# docs
IEPR Working Papers / Institute of Economic Policy Research (IEPR)2

Recent works citing Benoit Perron (2024 and 2023)

YearTitle of citing document
2023Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2023.

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2023Reflections on Testing for Unit Roots in Heterogeneous Panels. (2023). Shin, Y ; Pesaran, M H ; Im, K S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2310.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”. (2023). Shin, Yongcheol ; Pesaran, Hashem M ; So, Kyung. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10228.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Regional aspects of financial development and renewable energy: A cross-sectional study in 214 countries. (2023). Skare, Marinko ; Sinkovic, Dean ; Gavurova, Beata. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1142-1157.

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2023Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions. (2023). Wagner, Martin. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523002112.

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2023Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

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2023Bayesian Analysis of ARCH-M model with a dynamic latent variable. (2023). Li, Yuan ; Song, Xinyuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:47-62.

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2023The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464.

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2023Green finance and renewable energy: A worldwide evidence. (2023). Abbas, Syed Kumail ; Boubaker, Sabri ; al Mamun, MD ; Alharbi, Samar S. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006284.

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2023Empowering sustainability practices through energy transition for sustainable development goal 7: The role of energy patents and natural resources among European Union economies through advanced panel. (2023). Kamran, Hafiz Waqas ; Huang, Shoujun ; Chen, Jie. In: Energy Policy. RePEc:eee:enepol:v:176:y:2023:i:c:s0301421523000848.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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2023Impact of natural resources and globalization on green economic recovery: Role of FDI and green innovations in BRICS economies. (2023). Mabrouk, Fatma ; She, Weijun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001873.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Do Muslim economies need insurance to grow? Answer from rigorous empirical evidence. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Mehmood, Bilal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:346-359.

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2023Financial inclusion and energy poverty nexus in the era of globalization: Role of composite risk index and energy investment in emerging economies. (2023). Badeeb, Ramez ; Trinh, Hai Hong ; Haouas, Ilham ; Khan, Zeeshan ; Zhang, Changyong. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:382-399.

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2023The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: IZA Discussion Papers. RePEc:iza:izadps:dp15853.

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2023Economic growth and pollutant emissions: new panel evidence from the union for the Mediterranean countries. (2023). Rault, Christophe ; Fateh, BELAID ; Belaid, Fateh ; ben Abdeljelil, Mouna. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09476-3.

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2023Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0.

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2023Socio-economic determinants of environmental degradation: Empirical evidence for the Environmental Kuznets Curve. (2023). Onur, Ari Yilmaz ; Ramazan, Sayar ; Faruk, Gultekin Omer. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:3:p:66-97:n:1.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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2023Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122.

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2023Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05.

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Works by Benoit Perron:

YearTitleTypeCited
2003The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2016Règles budgétaires touchant les dépenses consolidées In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2022Modélisation de règles budgétaires pour lâaprès-COVID In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2002Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper7
2000Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1999Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off.(1999) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff.(2003) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2011Past Market Variance and Asset Prices In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2011Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper32
2012Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel.(2012) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2010Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2010Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel.(2010) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper50
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 50		article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper14
2015The scale of predictability In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper23
2019The scale of predictability.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2018The scale of predictability.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2014The scale of predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper14
2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2006ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory.
[Full Text][Citation analysis]		article12
2014PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2003Incidental Trends and the Power of Panel Unit Root Tests In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper76
2007Incidental trends and the power of panel unit root tests.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		article
2005Incidental Trends and the Power of Panel Unit Root Tests.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2004Incidental Trends and the Power of Panel Unit Root Tests.(2004) In: Yale School of Management Working Papers.
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This paper has nother version. Agregated cites: 76		paper
2008Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects In: Econometrics Journal.
[Full Text][Citation analysis]		article25
2004Testing for a unit root in panels with dynamic factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article589
2002Testing for a Unit Root in Panels with Dynamic Factors.(2002) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 589		paper
2002TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS.(2002) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 589		paper
2006Resampling methods in econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2008Long-run risk-return trade-offs In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2015Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2018Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2000The shape of the risk premium: evidence from a semiparametric GARCH model In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
1999The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model..(1999) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1995Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation. In: Working Papers-Department of Finance Canada.
[Citation analysis]		paper0
2021Special Issue “Celebrated Econometricians: Peter Phillips” In: Econometrics.
[Full Text][Citation analysis]		article0
2007An empirical analysis of nonstationarity in a panel of interest rates with factors In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article38
2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper9
2000The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity..(2000) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1999Jumps in the Volatility of Financial Markets. In: Cahiers de recherche.
[Full Text][Citation analysis]		paper3
2006Long Memory and the Relation Between Implied and Realized Volatility In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article92
2003Long memory and the relation between implied and realized volatility.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2003Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada In: L'Actualité Economique.
[Full Text][Citation analysis]		article4
2004Détection non paramétrique de sauts dans la volatilité des marchés financiers In: L'Actualité Economique.
[Full Text][Citation analysis]		article0
2005An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors In: IEPR Working Papers.
[Citation analysis]		paper5
2005Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2022Bootstrap Inference Under Cross Sectional Dependence In: Working papers.
[Full Text][Citation analysis]		paper0
2014Point?optimal panel unit root tests with serially correlated errors In: Econometrics Journal.
[Full Text][Citation analysis]		article4

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