Pierre Perron

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Serena NgColumbia UniversityVerified email at columbia.edu
Jushan BaiColumbia UniversityVerified email at columbia.edu
Zhongjun QuBoston UniversityVerified email at bu.edu
Timothy J. VogelsangAddy Professor of Economics, Michigan State UniversityVerified email at msu.edu
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityVerified email at harvard.edu
Francisco EstradaUniversidad Nacional Autónoma de México / VU University AmsterdamVerified email at atmosfera.unam.mx
Mohitosh KejriwalAssociate Professor of Economics, Purdue UniversityVerified email at purdue.edu
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de EconomíaVerified email at pucp.edu.pe
YOHEI YAMAMOTODepartment of Economics, Hitotsubashi UniversityVerified email at econ.hit-u.ac.jp
Dukpa KimKorea University, Department of EconomicsVerified email at korea.ac.kr
Tomoyoshi YabuKeio UniversityVerified email at fbc.keio.ac.jp
Tatsuma WadaKeio UniversityVerified email at keio.jp
B. Martinez-LopezCenter of Atmospheric SciencesVerified email at atmosfera.unam.mx
Rene GarciaProfessor, Université de MontréalVerified email at umontreal.ca
Jiawen XuAssistant Professor, Shanghai University of Finance and EconomicsVerified email at mail.shufe.edu.cn
Rasmus Tangsgaard VarneskovCopenhagen Business School; Nordea Asset Management; CREATESVerified email at cbs.dk
Ai DengCharles River Associates | Johns Hopkins University | American Bar AssociationVerified email at crai.com
Marcio G.P. GarciaFull Professor, PUC-RioVerified email at econ.puc-rio.br
Josep Lluís Carrion-i-SilvestreUniversitat de BarcelonaVerified email at ub.edu
Seong Yeon ChangDepartment of Economics, Soongsil UniversityVerified email at ssu.ac.kr

Pierre Perron

Department of Economics, Boston University

Verified email at bu.edu - Homepage

Econometrics Time Series Econometrics Economics Statistics Time Series Analysis


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Testing for a unit root in time series regression PCB Phillips, P Perron Biometrika 75 (2), 335-346, 1988	24506	1988
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis P Perron Econometrica: Journal of the Econometric Society, 1989 57, 1361-1401, 1989	10573	1989
Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998	6919	1998
Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003	6240	2003
Lag length selection and the construction of unit root tests with good size and power S Ng, P Perron Econometrica 69 (6), 1519-1554, 2001	4908	2001
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2842	1991
Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997	2812	1997
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag S Ng, P Perron Journal of the American Statistical Association 90 (429), 268-281, 1995	2138	1995
Testing for a unit root in a time series with a changing mean P Perron Journal of Business & Economic Statistics 8 (2), 153-162, 1990	1715	1990
Trends and random walks in macroeconomic time series: Further evidence from a new approach P Perron Journal of economic dynamics and control 12 (2-3), 297-332, 1988	1641	1988
Nonstationarity and level shifts with an application to purchasing power parity P Perron, TJ Vogelsang Journal of business & economic statistics 10 (3), 301-320, 1992	1589	1992
Dealing with structural breaks P Perron Palgrave handbook of econometrics 1 (2), 278-352, 2006	1184	2006
An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996	1084	1996
Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003	1031	2003
Additional tests for a unit root allowing for a break in the trend function at an unknown time TJ Vogelsang, P Perron International Economic Review, 1073-1100, 1998	857	1998
Testing the random walk hypothesis: Power versus frequency of observation RJ Shiller, P Perron Economics Letters 18, 381-386, 1985	824	1985
Useful modifications to some unit root tests with dependent errors and their local asymptotic properties P Perron, S Ng The Review of Economic Studies 63 (3), 435-463, 1996	819	1996
Trend, unit root and structural change in macroeconomic time series P Perron Cointegration for the Applied Economist, 113-146, 1994	709*	1994
Estimating and testing structural changes in multivariate regressions Z Qu, P Perron Econometrica 75 (2), 459-502, 2007	560	2007
Multiple structural change models: a simulation analysis J Bai, P Perron Econometric theory and practice: Frontiers of analysis and applied research …, 2006	504*	2006

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