Pierre Perron Explained

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.

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Notes and References

  1. 10.1093/biomet/75.2.335. Testing for a Unit Root in Time Series Regression. Biometrika. 75. 2. 335–346. 1988. Phillips . P. C. B.. Perron . P..