Pierre Perrón

1. Testing for a unit root in time series regression
   1988/01/01 by Peter C.B. Phillips, PETER C. B. PHILLIPS, PIERRE PERRON +1 · 90 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
2. Estimating and Testing Linear Models with Multiple Structural Changes
   1998/01/01 by Jushan Bai, Pierre Perron, Pierre Perrón · 89 citations
   Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Advanced Statistical Process Monitoring
3. Structural Breaks in Time Series
   2018/05/10 by Alessandro Casini, Casini, Alessandro, Pierre Perrón +1 · 6 citations
   Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME) #Monetary Policy and Economic Impact
4. Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run\n Variance Estimation in Nonparametric Settings
   2021/02/26 by Federico Belotti, Belotti, Federico, Alessandro Casini +7 · 1 citation
   Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
5. Prewhitened Long-Run Variance Estimation Robust to Nonstationarity
   2021/03/03 by Alessandro Casini, Casini, Alessandro, Pierre Perrón +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Monetary Policy and Economic Impact #Statistical Methods and Inference #Statistics Theory (math.ST)
6. Theory of Low Frequency Contamination from Nonstationarity and\n Misspecification: Consequences for HAR Inference
   2021/03/02 by Alessandro Casini, Casini, Alessandro, Taosong Deng +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Engineering · #Complex Systems and Time Series Analysis #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Fault Detection and Control Systems #Financial Risk and Volatility Modeling #Forecasting Techniques and Applications #Market Dynamics and Volatility #Statistics Theory (math.ST)