Pierre Perron

For the French general and adventurer, see Pierre Cuillier-Perron.
Pierre Perron
Born (1959-03-14) March 14, 1959 (age 65)
NationalityCanadian
Alma materYale University
Queen's University
McGill University
Known forPhillips–Perron test
Scientific career
FieldsEconometrics
InstitutionsBoston University
Doctoral advisorPeter 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" (PDF). Biometrika. 75 (2): 335–346. doi:10.1093/biomet/75.2.335.