Pierre Perron | |
Birth Date: | March 14, 1959 |
Nationality: | Canadian |
Fields: | Econometrics |
Workplaces: | Boston University |
Alma Mater: | Yale University Queen's University McGill University |
Doctoral Advisor: | Peter C. B. Phillips |
Known For: | Phillips–Perron test |
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.