Perron Benoit
Professor
Department of Economics
University of Montreal
Canada
Biography
Perron Benoit is a Professor Contact : T elephone 514-343-2449 Pav. PAV.M.CARON-L.GROULX-3200 JB \ bur. C-6084 at University of Montreal, Department of Economics, Canada.
Research Interest
Benoit Perron obtained a Ph.D. in Economics from Yale University in 1998. The same year, he entered the Department of Economics at the Université de Montréal. He is a researcher at the Interuniversity Research Center for Quantitative Economics (CIREQ) and the Interuniversity Center for Research and Analysis of Organizations (CIRANO). His research focuses on time series econometrics. Specifically, he is working on the development of unit root tests for panel data, the long-term properties of financial returns, and factor models. Areas of expertise: econometrics, Macroeconomics, Finance.
Publications
-
"Bootstrap Prediction Intervals for Factor Models," Journal of Business and Economic Statistics , 35: 1, 2017, 53-69 (with Antoine Djogbenou and Silvia Gonçalves).
-
"Bootstrapping Factor-augmented Regressions", Journal of Econometrics , 182, 2014, 156-173 (with Silvia Gonçalves)
-
"Tests of Equal Accuracy for Nested Models with Estimated Factors", Journal of Econometrics , 198: 2, 2017, 231-252. (with Mike McCracken and Silvia Gonçalves)
