Pierre Perron

Pierre Perron
Born (1959-03-14) March 14, 1959
Nationality Canadian
Alma mater Yale University
Queen's University
McGill University
Known for Phillips–Perron test
Scientific career
Fields Econometrics
Institutions Boston University
Doctoral advisor Peter C. B. Phillips

Pierre Perron (born March 14, 1959) is a Canadian econometrician at Boston University. Perron is known for the Phillips–Perron test of a unit root in time series regression,[1] which was the result of his Ph.D. studies under Peter C. B. Phillips.

References

  1. ↑ Phillips, P. C. B.; Perron, P. (1988). "Testing for a Unit Root in Time Series Regression". Biometrika. 75 (2): 335–346. doi:10.1093/biomet/75.2.335.
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