Pierre Perrón
1984–2009 年に発表
- 28
- 論文数
- 52,260
- 被引用数
- 28
- h 指数
- 28
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance63.8%
- Computer Science9.8%
- Social Sciences4.3%
- Mathematics4%
- Decision Sciences3.6%
- Business, Management and Accounting3.1%
- その他11.4%
トピック
- 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%
- その他58.3%
共著者
全論文
- Testing for a Unit Root in Time Series Regression
著者: Peter C.B. Phillips, Pierre Perrón - Biometrika 1988 被引用: 17,948
- Estimating and Testing Linear Models with Multiple Structural Changes
著者: Jushan Bai, Pierre Perrón - Econometrica 1998 被引用: 6,013
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
著者: Pierre Perrón - Econometrica 1989 被引用: 7,672
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
著者: Serena Ng, Pierre Perrón - Econometrica 2001 被引用: 3,975
- Critical values for multiple structural change tests
著者: Jushan Bai, Pierre Perrón - Econometrics Journal 2003 被引用: 837
- Further evidence on breaking trend functions in macroeconomic variables
著者: Pierre Perrón - Journal of Econometrics 1997 被引用: 2,040
- Estimating and Testing Structural Changes in Multivariate Regressions
著者: Zhongjun Qu, Pierre Perrón - Econometrica 2007 被引用: 480
- Trends and random walks in macroeconomic time series
著者: Pierre Perrón - Journal of Economic Dynamics and Control 1988 被引用: 2,473
- Nonstationarity and Level Shifts With an Application to Purchasing Power Parity
著者: Pierre Perrón, Timothy J. Vogelsang - Journal of Business and Economic Statistics 1992 被引用: 1,130
- Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
著者: Timothy J. Vogelsang, Pierre Perrón - International Economic Review 1998 被引用: 644
- Multiple Structural Change Models: A Simulation Analysis
著者: Jushan Bai, Pierre Perrón - Cambridge University Press eBooks 2006 被引用: 310
- A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
著者: Pierre Perrón, Zhongjun Qu - Economics Letters 2006 被引用: 204
- Computation and analysis of multiple structural change models
著者: Jushan Bai, Pierre Perrón - Journal of Applied Econometrics 2002 被引用: 609
- Structural breaks with deterministic and stochastic trends
著者: Pierre Perrón, Xiaokang Zhu - Journal of Econometrics 2004 被引用: 226
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
著者: Serena Ng, Pierre Perrón - Journal of the American Statistical Association 1995 被引用: 1,479
- Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
著者: John Campbell, Pierre Perrón - NBER Macroeconomics Annual 1991 被引用: 1,270
- Testing for a Unit Root in a Time Series With a Changing Mean
著者: Pierre Perrón - Journal of Business and Economic Statistics 1990 被引用: 1,091
- Dealing with Structural Breaks
著者: Pierre Perrón - 2005 被引用: 650
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
著者: Pierre Perrón, Serena Ng - The Review of Economic Studies 1996 被引用: 592
- GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
著者: Josep Lluís Carrion‐i‐Silvestre, Dukpa Kim, Pierre Perrón - Econometric Theory 2009 被引用: 466
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
著者: Dukpa Kim, Pierre Perrón - Journal of Econometrics 2008 被引用: 379
- Testing the random walk hypothesis
著者: Robert J. Shiller, Pierre Perrón - Economics Letters 1985 被引用: 365
- Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions
著者: Pierre Perrón, Timothy J. Vogelsang - Journal of Business and Economic Statistics 1992 被引用: 295
- FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES
著者: Pierre Perrón - 1994 被引用: 273
