13
H index
15
i10 index
1114
Citations
Université de Montréal (98% share) | 13 H index 15 i10 index 1114 Citations RESEARCH PRODUCTION: 22 Articles 32 Papers RESEARCH ACTIVITY: 27 years (1995 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppe27 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benoit Perron. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 9 |
Econometric Theory | 2 |
L'Actualit Economique | 2 |
Working Papers Series with more than one paper published | # docs |
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IEPR Working Papers / Institute of Economic Policy Research (IEPR) | 2 |
Year | Title of citing document |
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2023 | Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035. Full description at Econpapers || Download paper |
2023 | Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471. Full description at Econpapers || Download paper |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper |
2023 | FDI 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. Full description at Econpapers || Download paper |
2023 | Reflections 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. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Reflections 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. Full description at Econpapers || Download paper |
2023 | Per 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Regional 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. Full description at Econpapers || Download paper |
2023 | Fully 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. Full description at Econpapers || Download paper |
2023 | Estimating 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. Full description at Econpapers || Download paper |
2023 | Factor-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. Full description at Econpapers || Download paper |
2023 | Bootstrap 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. Full description at Econpapers || Download paper |
2024 | Cross-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. Full description at Econpapers || Download paper |
2024 | Confidence 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. Full description at Econpapers || Download paper |
2024 | Predictive 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Estimation with mixed data frequencies: A bias-correction approach. (2023). Linton, Oliver ; Ghosh, Anisha. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000701. Full description at Econpapers || Download paper |
2023 | Green 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. Full description at Econpapers || Download paper |
2023 | Empowering 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. Full description at Econpapers || Download paper |
2023 | Unconventional 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. Full description at Econpapers || Download paper |
2024 | Forecasting 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. Full description at Econpapers || Download paper |
2024 | Panel 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. Full description at Econpapers || Download paper |
2023 | Return predictability with endogenous growth. (2023). Tamoni, Andrea ; Bretscher, Lorenzo ; Bandi, Federico M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001642. Full description at Econpapers || Download paper |
2024 | Tests 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. Full description at Econpapers || Download paper |
2023 | Impact 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. Full description at Econpapers || Download paper |
2023 | Nexuses between rent of natural resources, economic complexity, and technological innovation: The roles of GDP, human capital and civil liberties. (2023). Işık, cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib ; Iik, Cem ; Cifuentes-Faura, Javier ; Murshed, Muntasir ; Alvarado, Rafael. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003483. Full description at Econpapers || Download paper |
2024 | Proven 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. Full description at Econpapers || Download paper |
2023 | Modelling 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. Full description at Econpapers || Download paper |
2023 | Do 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. Full description at Econpapers || Download paper |
2023 | Financial 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2024 | Artificial 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. Full description at Econpapers || Download paper |
2024 | Handling Distinct Correlated Effects with CCE. (2024). de Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194. Full description at Econpapers || Download paper |
2023 | Likelihood-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. Full description at Econpapers || Download paper |
2023 | Socio-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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Identifying factor?augmented vector autoregression models via changes in shock variances. (2022). Hara, Naoko ; Yamamoto, Yohei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:4:p:722-745. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2003 | The Shape of the Risk Premium: Evidence from a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 16 |
2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2016 | Règles budgétaires touchant les dépenses consolidées In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2022 | Modélisation de règles budgétaires pour lâaprès-COVID In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2002 | Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
2000 | Semi-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 | |
1999 | Semi-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 | |
2003 | Semiparametric 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 | |
2011 | Past Market Variance and Asset Prices In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Beyond 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] | paper | 32 |
2012 | Beyond 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 | |
2010 | Beyond 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 | |
2010 | Beyond 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 | |
2012 | Bootstrapping factor-augmented regression models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 56 |
2014 | Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
2015 | Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 17 |
2015 | The scale of predictability In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 23 |
2019 | The scale of predictability.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2018 | The scale of predictability.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2014 | The scale of predictability.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2016 | Bootstrap prediction intervals for factor models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 18 |
2017 | Bootstrap 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 | |
2006 | ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER In: Econometric Theory. [Full Text][Citation analysis] | article | 12 |
2014 | PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2003 | Incidental Trends and the Power of Panel Unit Root Tests In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 77 |
2007 | Incidental 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 | |
2005 | Incidental 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 | |
2004 | Incidental 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 | |
2008 | Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects In: Econometrics Journal. [Full Text][Citation analysis] | article | 25 |
2004 | Testing for a unit root in panels with dynamic factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 596 |
2002 | Testing 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: 596 | paper | |
2002 | TESTING 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: 596 | paper | |
2006 | Resampling methods in econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | Long-run risk-return trade-offs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
2017 | Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
2015 | Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2020 | Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2018 | Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2018 | Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2000 | The shape of the risk premium: evidence from a semiparametric GARCH model In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 2 |
1999 | The 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 | |
1995 | Ricardian Equivalence and the Permanent Income Hypothesis: An Empirical Investigation. In: Working Papers-Department of Finance Canada. [Citation analysis] | paper | 0 |
2021 | Special Issue “Celebrated Econometricians: Peter Phillips” In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2007 | An empirical analysis of nonstationarity in a panel of interest rates with factors In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 38 |
2000 | The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 9 |
2000 | The 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 | |
1999 | Jumps in the Volatility of Financial Markets. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 3 |
2006 | Long Memory and the Relation Between Implied and Realized Volatility In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 93 |
2003 | Long 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 | |
2003 | Relation 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] | article | 4 |
2004 | Détection non paramétrique de sauts dans la volatilité des marchés financiers In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2005 | An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors In: IEPR Working Papers. [Citation analysis] | paper | 5 |
2005 | Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
2022 | Bootstrap Inference Under Cross Sectional Dependence In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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