Benoit Perron : Citation Profile

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)

14

H index

15

i10 index

1146

Citations

RESEARCH PRODUCTION:

23

Articles

33

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 42
   Journals where Benoit Perron has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 18 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe27
   Updated: 2025-03-22    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)

Ruiz, Esther (16)

Tamarit, Cecilio (15)

Carrion-i-Silvestre, Josep (14)

Breitung, Jörg (13)

Cites to:

Bai, Jushan (25)

Campbell, John (23)

Ng, Serena (21)

Phillips, Peter (15)

Bollerslev, Tim (10)

Andrews, Donald (9)

Watson, Mark (9)

Goncalves, Silvia (9)

Moon, Hyungsik (8)

Nelson, Charles (8)

pagan, adrian (8)

Main data

Production by document typepaperarticle199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 14Most cited documents123456789101112131415160250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2025.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

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2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Female political empowerment and green finance. (2024). Manita, Riadh ; Hossain, Md Zakir ; Boubaker, Sabri ; al Mamun, MD. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000781.

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2024Environmental policy stringency and ecological footprint linkage: Mitigation measures of renewable energy and innovation. (2024). Sohag, Kazi ; Soytas, Ugur ; Husain, Shaiara. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004298.

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2024Greenflation, a myth or fact? Empirical evidence from 26 OECD countries. (2024). Chung, Changwoo ; Kim, Jinsoo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006145.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2024Tests for group-specific heterogeneity in high-dimensional factor models. (2024). Djogbenou, Antoine ; Sufana, Razvan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799.

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2024Proven reserve oil and renewable energy nexus: Efficacy of policy stringency. (2024). Wu, Yanrui ; Sohag, Kazi ; Husain, Shaiara. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002022.

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2024Analyzing the socially sustainable impacts of private investments in the mining sector in rural areas. (2024). Hong, Xiantai ; Li, Xinqian ; Zhang, Xinran ; Nie, BO ; Tian, Tian. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007141.

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2025The Impact of Trade Openness on Carbon Emissions: Empirical Evidence from Emerging Countries. (2025). Zhou, Rui ; Guan, Shu ; He, Bing. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:3:p:697-:d:1582782.

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2024Greening the Gulf: A Deep-Dive into the Synergy Between Natural Resources, Institutional Quality, Foreign Direct Investment, and Pathways to Environmental Sustainability. (2024). Imran, Ali ; Qin, Feng. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11250-:d:1549794.

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2024Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0.

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2024Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

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2024.

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Works by Benoit Perron:

Year  ↓Title  ↓Type  ↓Cited  ↓
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 l’après-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]		paper33
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: 33		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: 33		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: 33		paper
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper58
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
2015The scale of predictability In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper29
2019The scale of predictability.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2018The scale of predictability.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2014The scale of predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper18
2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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]		paper77
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: 77		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: 77		paper
2004Incidental Trends and the Power of Panel Unit Root Tests.(2004) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		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]		article611
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: 611		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: 611		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]		article41
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
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: 21		paper
2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2018Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article93
2003Long memory and the relation between implied and realized volatility.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team