Pierre Perron

Affiliations: 
1986-1988 Economics Université de Montréal, Montréal, Canada 
 1988-1992 Economics Princeton University, Princeton, NJ 
 1992-1997 Economics Université de Montréal, Montréal, Canada 
 1997- Economics Boston University, Boston, MA, United States 
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"Pierre Perron"

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Serena Ng grad student 1993 Princeton
Tim Vogelsang grad student 1993 Princeton
Xiaokang Zhu grad student 2001 Boston University
Zhongjun Qu grad student 2005 Boston University
Ai Deng grad student 2006 Boston University
Tatsuma Wada grad student 2006 Boston University
Tomoyoshi Yabu grad student 2006 Boston University
Mohitosh Kejriwal grad student 2007 Boston University
Dukpa Kim grad student 2007 Boston University
Yohei Yamamoto grad student 2009 Boston University
Yunpeng Zhang grad student 2009 Boston University
Adam Mccloskey grad student 2011 Boston University
Linxia Ren grad student 2011 Boston University
Sungju Chun grad student 2012 Boston University
Wendong Shi grad student 2013 Boston University
Jiawen Xu grad student 2013 Boston University
Seong Y. Chang grad student 2014 Boston University
Jie Hou grad student 2014 Boston University
Francisco Estrada Porrua grad student 2015 VU Amsterdam
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Publications

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Perron P, Yamamoto Y, Zhou J. (2020) Testing jointly for structural changes in the error variance and coefficients of a linear regression model Quantitative Economics. 11: 1019-1057
Kejriwal M, Yu X, Perron P. (2020) Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series Journal of Time Series Analysis. 41: 676-690
Perron P, Yamamoto Y. (2019) Testing for Changes in Forecasting Performance Journal of Business & Economic Statistics. 1-18
Estrada F, Perron P. (2018) Causality from long-lived radiative forcings to the climate trend. Annals of the New York Academy of Sciences
Estrada F, Martins LF, Perron P. (2017) Characterizing and attributing the warming trend in sea and land surface temperatures Atmosfera. 30: 163-187
Li Y, Perron P. (2017) Inference on locally ordered breaks in multiple regressions Econometric Reviews. 36: 289-353
Martins LF, Perron P. (2016) Improved Tests for Forecast Comparisons in the Presence of Instabilities Journal of Time Series Analysis
Chang SY, Perron P. (2016) A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models Econometric Reviews. 1-25
Perron P, Yamamoto Y. (2016) On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests Econometric Reviews. 35: 782-844
Chang SY, Perron P. (2015) Inference on a Structural Break in Trend with Fractionally Integrated Errors Journal of Time Series Analysis
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