World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
59
Citations
89553
World Ranking
835
National Ranking
519

Best Publications

  • Testing for a Unit Root in Time Series Regression

    Peter Charles Bonest Phillips;Pierre Perron

  • The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

    Pierre Perron

  • Estimating and testing linear models with multiple structural changes

    Jushan Bai;Pierre Perron

  • Computation and analysis of multiple structural change models

    Jushan Bai;Pierre Perron

  • LAG LENGTH SELECTION AND THE CONSTRUCTION OF UNIT ROOT TESTS WITH GOOD SIZE AND POWER

    Serena Ng;Pierre Perron

  • Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

    John Y. Campbell;Pierre Perron

  • Further Evidence on Breaking Trend Functions in Macroeconomic Variables.

    Pierre Perron

  • Trends and random walks in macroeconomic time series: Further evidence from a new approach

    Pierre Perron

  • Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

    Serena Ng;Pierre Perron

  • Testing for a Unit Root in a Time Series With a Changing Mean

    Pierre Perron

  • Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

    Pierre Perron;Pierre Perron;Timothy J. Vogelsang

  • Critical values for multiple structural change tests

    Jushan Bai;Pierre Perron

  • An Analysis of the Real Interest rate Under Regime Shifts

    Rene Garcia;Pierre Perron

  • Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

    Timothy J. Vogelsang;Pierre Perron

  • Testing the random walk hypothesis: Power versus frequency of observation

    Robert J. Shiller;Pierre Perron

  • Dealing with Structural Breaks

    Pierre Perron

  • Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

    Pierre Perron;Serena Ng

  • Estimating and Testing Structural Changes in Multivariate Regressions

    Zhongjun Qu;Pierre Perron

  • GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

    Josep Lluís Carrion-i-Silvestre;Dukpa Kim;Pierre Perron

  • Computation and Analysis of Multiple Structural-Change Models

    Jushan Bai;Pierre Perron

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