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Pierre Perrón

Active 1984–2009

28
Papers
52,260
Citations
28
h-index
28
i10-index

Citations

Citations per year for Pierre Perrón1985: 1 citations1986: 4 citations1987: 9 citations1988: 16 citations1989: 15 citations1990: 17 citations1991: 20 citations1992: 36 citations1993: 27 citations1994: 43 citations1995: 36 citations1996: 44 citations1997: 38 citations1998: 49 citations1999: 40 citations2000: 48 citations2001: 45 citations2002: 67 citations2003: 52 citations2004: 89 citations2005: 71 citations2006: 100 citations2007: 75 citations2008: 101 citations2009: 112 citations2010: 111 citations2011: 99 citations2012: 102 citations2013: 91 citations2014: 113 citations2015: 92 citations2016: 102 citations2017: 92 citations2018: 127 citations2019: 131 citations2020: 188 citations2021: 183 citations2022: 133 citations2023: 107 citations2024: 96 citations2025: 65 citations2026: 9 citations

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 557 citing papers, 18.2% of this breakdownChina: 267 citing papers, 8.7% of this breakdownUnited Kingdom: 230 citing papers, 7.5% of this breakdownTürkiye: 139 citing papers, 4.5% of this breakdownAustralia: 116 citing papers, 3.8% of this breakdownFrance: 96 citing papers, 3.1% of this breakdownPakistan: 95 citing papers, 3.1% of this breakdownIndia: 90 citing papers, 2.9% of this breakdownCanada: 79 citing papers, 2.6% of this breakdownSpain: 79 citing papers, 2.6% of this breakdownTaiwan: 78 citing papers, 2.6% of this breakdownGermany: 72 citing papers, 2.4% of this breakdown
0%18.2%Other 38%

Institutions

Fields

  • Economics, Econometrics and Finance63.8%
  • Computer Science9.8%
  • Social Sciences4.3%
  • Mathematics4%
  • Decision Sciences3.6%
  • Business, Management and Accounting3.1%
  • Other11.4%

Topics

  • Market Dynamics and Volatility9.7%
  • Monetary Policy and Economic Impact9.6%
  • Energy, Environment, Economic Growth8.2%
  • Energy, Environment, and Transportation Policies5.4%
  • Economic Growth and Development4.4%
  • Financial Risk and Volatility Modeling4.4%
  • Other58.3%

Coauthors

All papers

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  1. Testing for a Unit Root in Time Series Regression

    Authors: Peter C.B. Phillips, Pierre Perrón - Biometrika 1988 cited by 17,948

  2. Estimating and Testing Linear Models with Multiple Structural Changes

    Authors: Jushan Bai, Pierre Perrón - Econometrica 1998 cited by 6,013

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

    Authors: Pierre Perrón - Econometrica 1989 cited by 7,672

  4. LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

    Authors: Serena Ng, Pierre Perrón - Econometrica 2001 cited by 3,975

  5. Critical values for multiple structural change tests

    Authors: Jushan Bai, Pierre Perrón - Econometrics Journal 2003 cited by 837

  6. Further evidence on breaking trend functions in macroeconomic variables

    Authors: Pierre Perrón - Journal of Econometrics 1997 cited by 2,040

  7. Estimating and Testing Structural Changes in Multivariate Regressions

    Authors: Zhongjun Qu, Pierre Perrón - Econometrica 2007 cited by 480

  8. Trends and random walks in macroeconomic time series

    Authors: Pierre Perrón - Journal of Economic Dynamics and Control 1988 cited by 2,473

  9. Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

    Authors: Pierre Perrón, Timothy J. Vogelsang - Journal of Business and Economic Statistics 1992 cited by 1,130

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

    Authors: Timothy J. Vogelsang, Pierre Perrón - International Economic Review 1998 cited by 644

  11. Multiple Structural Change Models: A Simulation Analysis

    Authors: Jushan Bai, Pierre Perrón - Cambridge University Press eBooks 2006 cited by 310

  12. A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

    Authors: Pierre Perrón, Zhongjun Qu - Economics Letters 2006 cited by 204

  13. Computation and analysis of multiple structural change models

    Authors: Jushan Bai, Pierre Perrón - Journal of Applied Econometrics 2002 cited by 609

  14. Structural breaks with deterministic and stochastic trends

    Authors: Pierre Perrón, Xiaokang Zhu - Journal of Econometrics 2004 cited by 226

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

    Authors: Serena Ng, Pierre Perrón - Journal of the American Statistical Association 1995 cited by 1,479

  16. Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots

    Authors: John Campbell, Pierre Perrón - NBER Macroeconomics Annual 1991 cited by 1,270

  17. Testing for a Unit Root in a Time Series With a Changing Mean

    Authors: Pierre Perrón - Journal of Business and Economic Statistics 1990 cited by 1,091

  18. Dealing with Structural Breaks

    Authors: Pierre Perrón - 2005 cited by 650

  19. Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties

    Authors: Pierre Perrón, Serena Ng - The Review of Economic Studies 1996 cited by 592

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

    Authors: Josep Lluís Carrion‐i‐Silvestre, Dukpa Kim, Pierre Perrón - Econometric Theory 2009 cited by 466

  21. Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses

    Authors: Dukpa Kim, Pierre Perrón - Journal of Econometrics 2008 cited by 379

  22. Testing the random walk hypothesis

    Authors: Robert J. Shiller, Pierre Perrón - Economics Letters 1985 cited by 365

  23. Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions

    Authors: Pierre Perrón, Timothy J. Vogelsang - Journal of Business and Economic Statistics 1992 cited by 295

  24. FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES

    Authors: Pierre Perrón - 1994 cited by 273