Pierre Perron

Best Publications

• Testing for a Unit Root in Time Series Regression

  Peter Charles Bonest Phillips;Pierre Perron

  27219
  Citations

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

  Pierre Perron

  11160
  Citations

• Estimating and testing linear models with multiple structural changes

  Jushan Bai;Pierre Perron

  7642
  Citations

• Computation and analysis of multiple structural change models

  Jushan Bai;Pierre Perron

  6809
  Citations

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

  Serena Ng;Pierre Perron

  5252
  Citations

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

  John Y. Campbell;Pierre Perron

  3399
  Citations

• Further Evidence on Breaking Trend Functions in Macroeconomic Variables.

  Pierre Perron

  2916
  Citations

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

  Pierre Perron

  2356
  Citations

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

  Serena Ng;Pierre Perron

  2192
  Citations

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

  Pierre Perron

  1788
  Citations

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

  Pierre Perron;Pierre Perron;Timothy J. Vogelsang

  1648
  Citations

• Critical values for multiple structural change tests

  Jushan Bai;Pierre Perron

  1172
  Citations

• An Analysis of the Real Interest rate Under Regime Shifts

  Rene Garcia;Pierre Perron

  1146
  Citations

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

  Timothy J. Vogelsang;Pierre Perron

  924
  Citations

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

  Robert J. Shiller;Pierre Perron

  893
  Citations

• Dealing with Structural Breaks

  Pierre Perron

  875
  Citations

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

  Pierre Perron;Serena Ng

  831
  Citations

• Estimating and Testing Structural Changes in Multivariate Regressions

  Zhongjun Qu;Pierre Perron

  608
  Citations

• 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

  547
  Citations

• Computation and Analysis of Multiple Structural-Change Models

  Jushan Bai;Pierre Perron

  173
  Citations