Pierre Perron

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-6249-3574

Department of Economics, Boston University, 270 Bay State Rd., Boston, MA, 02215

Publications

• Testing for Trend in the Presence of Autoregressive Error: A Comment — Journal of the American Statistical Association 2012
• Estimating and Testing Structural Changes in Multivariate Regressions — Econometrica 2007
• LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power — Econometrica 2001
• Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties — The Review of Economic Studies 1996
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag — Journal of the American Statistical Association 1995
• Testing for a unit root in time series regression — Biometrika 1988