Pierre Perron

Pierre Perron
Born (1959-03-14) March 14, 1959
Nationality Canadian
Fields Econometrics
Institutions 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.

References

  1. Phillips, P. C. B.; Perron, P. (1988). "Testing for a Unit Root in Time Series Regression". Biometrika 75 (2): 335–346. doi:10.1093/biomet/75.2.335.

External links

This article is issued from Wikipedia - version of the Saturday, August 29, 2015. The text is available under the Creative Commons Attribution/Share Alike but additional terms may apply for the media files.