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 (MathTree)
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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Martins LF, Perron P. (2016) Improved Tests for Forecast Comparisons in the Presence of Instabilities Journal of Time Series Analysis
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
Perron P, Wada T. (2015) Measuring business cycles with structural breaks and outliers: Applications to international data Research in Economics
Perron P, Yamamoto Y. (2015) Using OLS to estimate and test for structural changes in models with endogenous regressors Journal of Applied Econometrics. 30: 119-144
Perron P, Yamamoto Y. (2014) A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS Econometric Theory. 30: 491-507
Hou J, Perron P. (2014) Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations Journal of Econometrics. 182: 309-328
Xu J, Perron P. (2014) Forecasting return volatility: Level shifts with varying jump probability and mean reversion International Journal of Forecasting. 30: 449-463
Estrada F, Perron P, Gay-García C, et al. (2013) A time-series analysis of the 20th century climate simulations produced for the IPCC's Fourth Assessment Report. Plos One. 8: e60017
Qu Z, Perron P. (2013) A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices Econometrics Journal. 16: 309-339
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