← All authors Benoît Perron Université de Montréal (from arXiv:2604.23770, 2026) · OpenAlex
26 papers in scope · 25 published · 1 on the econ.EM arXiv · 2,364 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Szymon Sacher Stephen Hansen Laura Battaglia Kirill Evdokimov Jens Ludwig Timothy Christensen Sendhil Mullainathan Yan Shen Qiankun Zhou Xingyu Li Ashesh Rambachan Ayden Higgins Andrei Zeleneev Koen Jochmans Ziyu Jiang Śılvia Gonçalves Serena Ng Giovanni Compiani Lixiong Li Evan Munro Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 26)
working paper 2026 · arXiv
Bootstrap Inference for Group Factor Models
published 2024 · Journal of Financial Econometrics · 3 citations
Bootstrap inference under cross‐sectional dependence
published 2023 · Quantitative Economics · 15 citations
Special Issue “Celebrated Econometricians: Peter Phillips”
published 2021 · Econometrics
Editors’ Introduction
published 2020 · Journal of Econometrics
Bootstrapping factor models with cross sectional dependence
published 2020 · Journal of Econometrics · 39 citations
Tests of equal accuracy for nested models with estimated factors
published 2017 · Journal of Econometrics · 37 citations · first circulated 2015
Discussion of “Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions”, by Li Pan and Dimitris Politis
published 2015 · Journal of Statistical Planning and Inference · 1 citations
Bootstrap Prediction Intervals for Factor Models
published 2015 · Journal of Business and Economic Statistics · 32 citations
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
published 2015 · Journal of Time Series Analysis · 25 citations
Bootstrapping factor-augmented regression models
published 2014 · Journal of Econometrics · 109 citations · first circulated 2012
Point-optimal panel unit root tests with serially correlated errors
published 2014 · Econometrics Journal · 17 citations
PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS
published 2014 · Econometric Theory
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
published 2012 · Journal of Econometrics · 81 citations · first circulated 2010
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
published 2008 · Econometrics Journal · 50 citations
Long-run risk-return trade-offs
published 2007 · Journal of Econometrics · 87 citations
with Federico M. Bandi
An empirical analysis of nonstationarity in a panel of interest rates with factors
published 2007 · Journal of Applied Econometrics · 55 citations · first circulated 2005
Incidental trends and the power of panel unit root tests
published 2006 · Journal of Econometrics · 111 citations · first circulated 2005
Détection non paramétrique de sauts dans la volatilité des marchés financiers
published 2005 · L Actualité économique
Resampling methods in econometrics
published 2005 · Journal of Econometrics · 2 citations
Relation entre le taux de change et les exportations nettes : test de la condition Marshall-Lerner pour le Canada
published 2005 · L Actualité économique · 7 citations
with Louis Morel
Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity
published 2005 · Econometric Reviews · 65 citations
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
published 2004 · Journal of Econometrics · 645 citations · first circulated 2002
Testing for a unit root in panels with dynamic factors
published 2004 · Journal of Econometrics · 933 citations · first circulated 2003
The Shape of the Risk Premium
published 2003 · Journal of Business and Economic Statistics · 40 citations
Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff
published 2003 · The Review of Economics and Statistics · 10 citations
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