Pierre Perron

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	전체	2020년 이후
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Serena NgColumbia Universitycolumbia.edu의 이메일 확인됨
Jushan BaiColumbia Universitycolumbia.edu의 이메일 확인됨
Zhongjun QuBoston Universitybu.edu의 이메일 확인됨
Francisco EstradaUniversidad Nacional Autónoma de México / VU University Amsterdamatmosfera.unam.mx의 이메일 확인됨
Timothy J. VogelsangAddy Professor of Economics, Michigan State Universitymsu.edu의 이메일 확인됨
Mohitosh KejriwalProfessor of Economics, Purdue Universitypurdue.edu의 이메일 확인됨
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard Universityharvard.edu의 이메일 확인됨
YOHEI YAMAMOTODepartment of Economics, Hitotsubashi Universityecon.hit-u.ac.jp의 이메일 확인됨
Dukpa KimKorea University, Department of Economicskorea.ac.kr의 이메일 확인됨
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de Economíapucp.edu.pe의 이메일 확인됨
Alessandro CasiniUniversity of Rome Tor Vergatauniroma2.it의 이메일 확인됨
Tomoyoshi YabuFaculty of Business and Commerce, Keio Universitykeio.jp의 이메일 확인됨
Tatsuma WadaKeio Universitykeio.jp의 이메일 확인됨
B. Martinez-LopezCenter of Atmospheric Sciencesatmosfera.unam.mx의 이메일 확인됨
Rene GarciaProfessor, Université de Montréalumontreal.ca의 이메일 확인됨
Jiawen XuUniversity of Shanghai for Science and Technologyusst.edu.cn의 이메일 확인됨
Ai DengCharles River Associates | Johns Hopkins University | American Bar Associationcrai.com의 이메일 확인됨
Marcio G.P. GarciaFull Professor, PUC-Rioecon.puc-rio.br의 이메일 확인됨
Rasmus Tangsgaard VarneskovCopenhagen Business School; Nordea Asset Management; CREATEScbs.dk의 이메일 확인됨
Josep Lluís Carrion-i-SilvestreUniversitat de Barcelonaub.edu의 이메일 확인됨

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Pierre Perron

Department of Economics, Boston University

bu.edu의 이메일 확인됨 - 홈페이지

Econometrics Time Series Econometrics Economics Statistics Time Series Analysis


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
Testing for a Unit Root in Time Series Regression PCB Phillips, P Perron Biometrika, 1988	28720	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	11616	1989
Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998	7932	1998
Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003	7236	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	5418	2001
Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997	3084	1997
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2956	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	2267	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	1866	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	1745	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	1744	1992
Dealing with structural breaks P Perron Palgrave handbook of econometrics 1 (2), 278-352, 2006	1305	2006
Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003	1212	2003
An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996	1174	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	979	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	888	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	777*	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	637*	2009
Estimating and testing structural changes in multivariate regressions Z Qu, P Perron Econometrica 75 (2), 459-502, 2007	623	2007

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