Pierre Perron

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Serena NgColumbia UniversityAdresse e-mail validée de columbia.edu
Jushan BaiColumbia UniversityAdresse e-mail validée de columbia.edu
Zhongjun QuBoston UniversityAdresse e-mail validée de bu.edu
Francisco EstradaUniversidad Nacional Autónoma de México / VU University AmsterdamAdresse e-mail validée de atmosfera.unam.mx
Timothy J. VogelsangAddy Professor of Economics, Michigan State UniversityAdresse e-mail validée de msu.edu
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityAdresse e-mail validée de harvard.edu
YOHEI YAMAMOTODepartment of Economics, Hitotsubashi UniversityAdresse e-mail validée de econ.hit-u.ac.jp
Mohitosh KejriwalProfessor of Economics, Purdue UniversityAdresse e-mail validée de purdue.edu
Dukpa KimKorea University, Department of EconomicsAdresse e-mail validée de korea.ac.kr
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de EconomíaAdresse e-mail validée de pucp.edu.pe
Alessandro CasiniUniversity of Rome Tor VergataAdresse e-mail validée de uniroma2.it
Tomoyoshi YabuFaculty of Business and Commerce, Keio UniversityAdresse e-mail validée de keio.jp
Tatsuma WadaKeio UniversityAdresse e-mail validée de keio.jp
B. Martinez-LopezCenter of Atmospheric SciencesAdresse e-mail validée de atmosfera.unam.mx
Rene GarciaProfessor, Université de MontréalAdresse e-mail validée de umontreal.ca
Jiawen XuUniversity of Shanghai for Science and TechnologyAdresse e-mail validée de usst.edu.cn
Ai DengCharles River Associates | Johns Hopkins University | American Bar AssociationAdresse e-mail validée de crai.com
Marcio G.P. GarciaFull Professor, PUC-RioAdresse e-mail validée de econ.puc-rio.br
Rasmus Tangsgaard VarneskovCopenhagen Business School; Nordea Asset Management; CREATESAdresse e-mail validée de cbs.dk
Josep Lluís Carrion-i-SilvestreUniversitat de BarcelonaAdresse e-mail validée de ub.edu

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Pierre Perron

Department of Economics, Boston University

Adresse e-mail validée de bu.edu - Page d'accueil

Econometrics Time Series Econometrics Economics Statistics Time Series Analysis


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Testing for a Unit Root in Time Series Regression PCB Phillips, P Perron Biometrika, 1988	28460	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	11549	1989
Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998	7879	1998
Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003	7185	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	5388	2001
Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997	3066	1997
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2945	1991
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	2261	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	1857	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	1738	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	1733	1992
Dealing with structural breaks P Perron Palgrave handbook of econometrics 1 (2), 278-352, 2006	1294	2006
Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003	1200	2003
An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996	1165	1996
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	974	1998
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	881	1996
Testing the random walk hypothesis: Power versus frequency of observation RJ Shiller, P Perron Economics Letters 18, 381-386, 1985	869	1985
Trend, unit root and structural change in macroeconomic time series P Perron Cointegration for the Applied Economist, 113-146, 1994	771*	1994
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses JL Carrion-i-Silvestre, D Kim, P Perron Econometric theory 25 (6), 1754-1792, 2009	630*	2009
Estimating and testing structural changes in multivariate regressions Z Qu, P Perron Econometrica 75 (2), 459-502, 2007	620	2007

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