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 (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

References

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  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.
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