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

1210

Citations

RESEARCH PRODUCTION:

23

Articles

33

Papers

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 44
   Journals where Benoit Perron has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 18 (1.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe27
   Updated: 2025-12-27    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 (20)

Karavias, Yiannis (17)

Tamarit, Cecilio (16)

Shahbaz, Muhammad (16)

Ruiz, Esther (16)

Sohag, Kazi (14)

Carrion-i-Silvestre, Josep (14)

Cites to:

Bai, Jushan (25)

Campbell, John (23)

Ng, Serena (21)

Phillips, Peter (15)

Bollerslev, Tim (10)

Goncalves, Silvia (9)

Watson, Mark (9)

Andrews, Donald (9)

Nelson, Charles (8)

pagan, adrian (8)

Moon, Hyungsik (8)

Main data

Where Benoit Perron has published?

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

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)

YearTitle of citing document
2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

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2024Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2025Automatic Inference for Value-Added Regressions. (2025). Xie, Tian. In: Papers. RePEc:arx:papers:2503.19178.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

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2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

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2025Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach. (2025). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2510.14415.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025Does United Kingdom€™s Focus on Climate Technologies, Municipal Waste Treatment, and Economic Development aligns with its 2030 Nationally Determined Contributions (NDCs)?. (2025). Ofori, Kwabena ; Agyare, Frank Yeboah ; Agyemang, Eric Tieku. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:330-352.

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2024Can Turkey€™s Environmental Pollution be Mitigated by Carbon Footprint of Bank Loans, Environmental Protection Expenditures and Taxes?. (2024). Ofori, Kwabena ; Eric, Agyemang Tieku ; Frank, Agyare Yeboah. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:8:p:998-1015.

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2024ANALYZING THE ROBUST IMPACT OF MACROECONOMIC FACTORS ON SUSTAINABLE AGRICULTURE IN INDIA: ARDL APPROACH. (2024). Kumar, Santosh ; Roxana-Mihaela, Nioata ; Tudora, Cirjan Nadia ; Ramona, Birau ; Meher, Bharat Kumar ; Anand, Abhishek. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:3:p:38-53.

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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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2025Cross Section Curve Data Autoregression. (2025). Jiang, Liang. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2439.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area. (2025). Sapena, Juan ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2514.

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2024Analyzing the degree persistence of shocks to energy security of the G7 countries: Evidence using panel SPSM-quantile unit root test. (2024). Fan, YI ; Chang, Tsangyao ; Ranjbar, Omid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:389-399.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. 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). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. 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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2025Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897.

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2025Conditional spectral methods. (2025). Bandi, Federico M ; Su, Yinan. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002082.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700.

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2025Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. (2025). de Khoo, Zhi ; Ng, Kok Haur ; Koh, You Beng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000398.

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

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2024Estimating the direct rebound effect for residential electricity use in seventeen European countries: Short and long-run perspectives. (2024). Fateh, BELAID ; Belaid, Fateh ; Massie, Camille. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002792.

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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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2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

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2025Inequality and climate change: Two problems, one solution?. (2025). Vona, Francesco ; Gilli, Marianna ; Nicolli, Francesco. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002142.

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2025Towards net zero: Implications of environmental regulations on green finance. (2025). al Mamun, MD ; Manita, Riadh ; Hassan, Md Zakir ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005628.

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2025The standard errors of persistence. (2025). conley, timothy ; Kelly, Morgan. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001545.

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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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2025Stock return predictability in the frequency domain. (2025). Jiang, Fuwei ; Dai, Zhifeng ; Xue, Bowen ; Kang, Jie. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Eibinger, Tobias ; Manner, Hans ; Deixelberger, Beate. 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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2025Markov switching multiple-equation tensor regressions. (2025). Craiu, Radu V ; Casarin, Roberto ; Wang, Qing. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x25000223.

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2025Revealing the role of institutional quality and geopolitical risk in natural resources curse hypothesis. (2025). Jin, Taeyoung ; Chung, Changwoo. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008249.

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2024Proven reserve oil and renewable energy nexus: Efficacy of policy stringency. (2024). Sohag, Kazi ; Wu, Yanrui ; 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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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Murphy, Austin ; Alsalman, Zeina ; Souropanis, Ioannis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2025Structural breaks, institutional quality and productivity growth in Sub-Saharan Africa. (2025). You, Kefei ; Adu-Darko, Eunice. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:40-60.

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2024Artificial intelligence and wealth inequality: A comprehensive empirical exploration of socioeconomic implications. (2024). Skare, Marinko ; Buri, Sanja Blaevi ; Gavurova, Beata. In: Technology in Society. RePEc:eee:teinso:v:79:y:2024:i:c:s0160791x24002677.

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2025Exploring the Link Between Energy Consumption, Economic Growth, and Ecological Footprint in the Major Importers of Poland Energy: A Panel Data Analysis. (2025). Bedycka-Brawska, Aneta ; Brawski, Piotr ; Rokicki, Tomasz ; Kutlar, Aziz ; Noorzai, Mohammad Tawfiq. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:13:p:3303-:d:1686183.

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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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2024The Refinement of a Common Correlated Effect Estimator in Panel Unit Root Testing: An Extensive Simulation Study. (2024). Omay, Tolga ; Eryilmaz, Meltem ; Emirmahmutoglu, Furkan ; Akdi, Yilmaz. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3458-:d:1514655.

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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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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04595355.

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2025Prediction and Allocation of Stocks, Bonds, and REITs in the US Market. (2025). Silva, Nuno ; Monteiro, Ana Sofia ; Sebastiao, Helder. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10589-2.

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2025Episode of Foreign Direct Investment Reversal—The Role of Macroeconomic Fundamentals in Sub-Saharan Africa. (2025). Aregbeshola, Adewale Rafiu ; Adekunle, Ibrahim Ayoade. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:25:y:2025:i:1:d:10.1007_s10842-025-00447-8.

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2024Corporate social responsibility, earnings management and firm performance: evidence from panel VAR estimation. (2024). Hyun, Soonchul ; Anderson, Mark ; Warsame, Hussein. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01203-x.

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2025Estimating the effects of income inequality, information communication technology, and transport infrastructure on transport-oriented household expenditures. (2025). Huo, Chunhui ; Ul-Haq, Jabbar ; Visas, Hubert ; Umair, Muhammad ; Hussain, Zahid. In: Transportation. RePEc:kap:transp:v:52:y:2025:i:5:d:10.1007_s11116-024-10486-5.

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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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2025Negative rates, demographics and fiscal policy: Heterogeneous tilting taxation in the Euro Area. (2025). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: MPRA Paper. RePEc:pra:mprapa:125942.

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2024Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors. (2024). Payne, James ; Lee, Junsoo. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:67-103.

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2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

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2024Testing for Granger causality in heterogeneous panels with cross-sectional dependence. (2024). Karul, Cagin ; Nazlioglu, Saban. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02589-w.

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2024Testing the aggregation of goods and services without separability using panel data. (2024). Ogura, Manami. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02590-3.

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2024Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach. (2024). Alam, Masud. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02591-2.

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2024The role of financial inclusion and globalization toward a sustainable economy in ASEAN countries: evidence from advance panel estimations. (2024). Sharif, Arshian ; Ul, Zia ; Tariq, Salman ; Mehmood, Usman. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:4:d:10.1007_s10668-023-03145-9.

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2025The role of financial inclusion and human capital on the ecological deficit. (2025). Demirta, Iil ; Yildirim, Durmu Ari ; Turan, Tuba. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04181-1.

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2025Role of energy sources in promotion of sustainable development: moderating implications of globalisation. (2025). Pal, Shreya ; Mahalik, Mantu Kumar ; Rather, Kashif Nesar. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04625-2.

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2024The Relationship Between Trade Openness, Foreign Direct Investment Inflows, and Economic Growth in Middle East and North of Africa Region: Autoregressive Distributed Lag Model vs. Vector Error Correction Model. (2024). ben Abdallah, Amal. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01099-x.

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2024Testing for Causality Between Economic Growth and Environmental, Social, and Governance Performance: New Evidence from a Global Sample. (2024). Ho, Sy-Hoa ; Oueghlissi, Rim ; el Ferktaji, Riadh. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01406-6.

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2025Unlocking Emerging Economies: Exploring the Influence of International Trade on Strategic Options Through Logistic Regression Approach. (2025). Cuong, Tran ; Haider, Sajjad ; Razaq, Abdul ; Ali, Iftikhar ; Tao, Chenlu ; Akhtar, Rizwan ; Hussain, Jamal ; Cheng, Baodong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02072-y.

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2024Risk, Uncertainty and Exporting: Evidence from a Developing Economy. (2024). Sharma, Chandan ; Khanna, Rupika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00377-4.

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2025Orthogonal Weighted Empirical Likelihood Test for ARCH-M Models with Double Functional Coefficients. (2025). Zhao, Peixin ; Jiang, Qian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:1:d:10.1007_s11009-025-10143-z.

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2025The role of institutions in the effect of mining resources on financial development in WAEMU countries. (2025). Daouda, Youssoufou Hamadou ; Combary, Omer S ; Maiga, Boukar. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:3:d:10.1007_s13563-025-00510-0.

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2024The Nexus Between Pro-poor Growth, Inequality, Institutions and Poverty: Evidence from Low and Middle Income Developing Countries. (2024). Ochi, Anis ; Labidi, Mohamed Ali ; Saidi, Yosra. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:2:d:10.1007_s11205-024-03326-7.

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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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2024Proven Reserve Oil and Renewable Energy Nexus: Efficacy of Policy Stringency. (2024). Sohag, Kazi ; Wu, Yanrui ; Husain, Shaiara. In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:24-02.

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2024External Indebtedness and Economic Growth in the Maghreb Countries. (2024). Imen, Saleh ; Ahmed, Esharif Adnan. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:2:p:101-132:n:1005.

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2024Identifying oil price shocks with global, developed, and emerging latent real economy activity factors. (2024). Djogbenou, Antoine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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2024Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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2025Interval Forecasting of Carbon Price With a Novel Hybrid Multiscale Decomposition and Bootstrap Approach. (2025). Zhu, Bangzhu ; Wang, Ping ; Chevallier, Julien. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:376-390.

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2025Disruptive Solutions for Carbon Neutrality and Sustainable Development: Evidence From CS‐ARDL Approach. (2025). Sharif, Arshian ; Tiwari, Sunil. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:4:p:5374-5389.

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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]		article17
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.
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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]		paper36
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: 36		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: 36		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: 36		paper
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper64
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 64		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]		paper33
2019The scale of predictability.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2018The scale of predictability.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2014The scale of predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper19
2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2006ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory.
[Full Text][Citation analysis]		article14
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]		paper78
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: 78		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: 78		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: 78		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]		article643
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: 643		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: 643		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]		article23
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: 23		paper
2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2018Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		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]		article39
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]		article96
2003Long memory and the relation between implied and realized volatility.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		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]		article9
2022Bootstrap Inference Under Cross Sectional Dependence In: Working papers.
[Full Text][Citation analysis]		paper3
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 December, 22 2025. Contact: CitEc Team