Pierre Perron

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Serena NgColumbia University確認したメールアドレス: columbia.edu
Jushan BaiColumbia University確認したメールアドレス: columbia.edu
Zhongjun QuBoston University確認したメールアドレス: bu.edu
Francisco EstradaUniversidad Nacional Autónoma de México / VU University Amsterdam確認したメールアドレス: atmosfera.unam.mx
Timothy J. VogelsangAddy Professor of Economics, Michigan State University確認したメールアドレス: msu.edu
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard University確認したメールアドレス: harvard.edu
YOHEI YAMAMOTODepartment of Economics, Hitotsubashi University確認したメールアドレス: econ.hit-u.ac.jp
Mohitosh KejriwalProfessor of Economics, Purdue University確認したメールアドレス: purdue.edu
Dukpa KimKorea University, Department of Economics確認したメールアドレス: korea.ac.kr
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de Economía確認したメールアドレス: pucp.edu.pe
Tomoyoshi YabuFaculty of Business and Commerce, Keio University確認したメールアドレス: keio.jp
Tatsuma WadaKeio University確認したメールアドレス: keio.jp
B. Martinez-LopezCenter of Atmospheric Sciences確認したメールアドレス: atmosfera.unam.mx
Rene GarciaProfessor, Université de Montréal確認したメールアドレス: umontreal.ca
Jiawen XuUniversity of Shanghai for Science and Technology確認したメールアドレス: usst.edu.cn
Ai DengCharles River Associates | Johns Hopkins University | American Bar Association確認したメールアドレス: crai.com
Marcio G.P. GarciaFull Professor, PUC-Rio確認したメールアドレス: econ.puc-rio.br
Rasmus Tangsgaard VarneskovCopenhagen Business School; Nordea Asset Management; CREATES確認したメールアドレス: cbs.dk
Josep Lluís Carrion-i-SilvestreUniversitat de Barcelona確認したメールアドレス: ub.edu
Seong Yeon ChangDepartment of Economics, Soongsil University確認したメールアドレス: ssu.ac.kr

フォロー

Pierre Perron

Department of Economics, Boston University

確認したメールアドレス: bu.edu - ホームページ

Econometrics Time Series Econometrics Economics Statistics Time Series Analysis


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Testing for a Unit Root in Time Series Regression PCB Phillips, P Perron Biometrika, 1988	28085	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	11454	1989
Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998	7783	1998
Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003	7100	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	5346	2001
Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997	3033	1997
Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991	2936	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	2245	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	1844	1990
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	1723	1992
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	1718	1988
Dealing with structural breaks P Perron Palgrave handbook of econometrics 1 (2), 278-352, 2006	1281	2006
Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003	1182	2003
An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996	1159	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	960	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	877	1996
Testing the random walk hypothesis: Power versus frequency of observation RJ Shiller, P Perron Economics Letters 18, 381-386, 1985	866	1985
Trend, unit root and structural change in macroeconomic time series P Perron Cointegration for the Applied Economist, 113-146, 1994	765*	1994
Estimating and testing structural changes in multivariate regressions Z Qu, P Perron Econometrica 75 (2), 459-502, 2007	614	2007
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	567	2009

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