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.
Pierre Perron | |
|---|---|
| Born | 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 |
References edit
- ^ 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.