Pierre Perron

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

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Pierre Perron

Department of Economics, Boston University

Email verificata su bu.edu - Home page

Econometrics Time Series Econometrics Economics Statistics Time Series Analysis


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Testing for a Unit Root in Time Series Regression PCB Phillips, P Perron Biometrika, 1988	28411	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	11534	1989
Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998	7869	1998
Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003	7177	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	5382	2001
Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997	3057	1997
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2943	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	2259	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	1856	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	1734	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	1730	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	1164	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	973	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	770*	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	619	2007

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