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
Francisco EstradaUniversidad Nacional Autónoma de México / VU University AmsterdamVerified email at atmosfera.unam.mx
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
YOHEI YAMAMOTODepartment of Economics, Hitotsubashi UniversityVerified email at econ.hit-u.ac.jp
Mohitosh KejriwalProfessor of Economics, Purdue UniversityVerified email at purdue.edu
Dukpa KimKorea University, Department of EconomicsVerified email at korea.ac.kr
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de EconomíaVerified email at pucp.edu.pe
Tomoyoshi YabuFaculty of Business and Commerce, Keio 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 XuUniversity of Shanghai for Science and TechnologyVerified email at usst.edu.cn
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
Rasmus Tangsgaard VarneskovCopenhagen Business School; Nordea Asset Management; CREATESVerified email at cbs.dk
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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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend A Deng, P Perron The Econometrics Journal 9 (3), 423-447, 2006	33	2006
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models SY Chang, P Perron Econometric Reviews 37 (6), 577-601, 2018	34	2018
A continuous time approximation to the stationary first-order autoregressive model P Perron Econometric Theory 7 (2), 236-252, 1991	24	1991
A continuous time approximation to the unstable first-order autoregressive process: The case without an intercept P Perron Econometrica: Journal of the Econometric Society, 211-236, 1991	101	1991
A look at the quality of the approximation of the functional central limit theorem P Perron, S Mallet Economics Letters 68 (3), 225-234, 2000	1	2000
A modified information criterion for cointegration tests based on a VAR approximation Z Qu, P Perron Econometric Theory 23 (4), 638-685, 2007	36	2007
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change A Deng, P Perron Journal of Econometrics 142 (1), 212-240, 2008	68	2008
A note on estimating a structural change in persistence M Kejriwal, P Perron Economics Letters 117 (3), 932-935, 2012	5	2012
A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS P Perron, Y Yamamoto Econometric Theory 30 (2), 491-507, 2014	41	2014
A note on Johansen's cointegration procedure when trends are present P Perron, JY Campbell Empirical economics 18 (4), 777-789, 1993	99	1993
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks P Perron, TJ Vogelsang Brazilian Review of Econometrics 13 (2), l8l-20l, 1993	62	1993
A note on the selection of time series models S Ng, P Perron oxford Bulletin of Economics and statistics 67 (1), 115-134, 2005	148*	2005
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component M Kejriwal, P Perron Journal of Time Series Analysis 31 (5), 305-328, 2010	156	2010
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests P Perron, Z Qu Economics letters 94 (1), 12-19, 2007	253	2007
A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices Z Qu, P Perron The Econometrics Journal 16 (3), 309-339, 2013	60*	2013
A test for changes in a polynomial trend function for a dynamic time series P Perron Econometric Research Program, Princeton University, 1991	79	1991
A time-series analysis of the 20th century climate simulations produced for the IPCC’s fourth assessment report F Estrada, P Perron, C Gay-García, B Martínez-López PloS one 8 (3), e60017, 2013	39	2013
A two‐step procedure for testing partial parameter stability in cointegrated regression models M Kejriwal, P Perron, X Yu Journal of Time Series Analysis 43 (2), 219-237, 2022	2	2022
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	938	1998
An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996	1150	1996

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