Benoit Perron

 
Professeur titulaire / Full professor

Directeur / Director, CIREQ

Fellow, CIRANO
 
 
Adresse postale / mailing address:

 

Dept. de sciences economiques
Universite de Montreal
C.P. 6128, succ. Centre-ville
Montreal, Quebec H3C 3J7  CANADA

 Adresse physique (pour mesagerie) /
 Street address (for courrier):

 Dept. de sciences economiques
Universite de Montreal
Lionel-Groulx Building
3150, Jean-Brillant Street, C-6084
Montreal QC H3T 1N8 CANADA

Téléphone: (514) 343-2449
Fax: (514) 343-7221
 
 

Documents de travail / Working Papers

 

Bootstrapping Factor Models with Cross-sectional Dependence (with Silvia Gonçalves)

A Long-Horizon Perspective on the Cross-Section of Expected Returns (with Federico Bandi, René Garcia, and Abraham Lioui)

Publications




Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Nonstationarity Properties of IndividualSeries in a Panel (with Hyungsik Roger Moon),  Journal of Econometrics, 169,2012, 29-33.

 
 
 
 
 
 
 
 
 
 
 
 

Code (Matlab)

 
 
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BP2.pdf
(437k)
Benoit Perron,
Dec 5, 2012, 1:34 PM
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Benoit Perron,
Nov 24, 2017, 11:31 AM
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Dec 5, 2012, 1:29 PM
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Benoit Perron,
Oct 6, 2016, 7:38 AM
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Benoit Perron,
Nov 24, 2017, 11:21 AM
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Benoit Perron,
Nov 24, 2017, 11:11 AM
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Benoit Perron,
Dec 5, 2012, 1:47 PM
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Benoit Perron,
Dec 5, 2012, 1:42 PM
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Benoit Perron,
Dec 5, 2012, 1:21 PM