Nationality Canadian | Name Pierre Perron | |
Born March 14, 1959 (age 65) ( 1959-03-14 ) Books Estimating and Testing Linear Models with Multiple Structural Changes Alma mater Yale University, Queen's University, McGill University | ||
Doctoral advisor Peter C. B. Phillips | ||
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Pierre Perron (born March 14, 1959) is a Canadian econometrician at Boston University. Perron is known for the Phillips–Perron test of a unit root in time series regression, which was the result of his Ph.D. studies under Peter C. B. Phillips.
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References
Pierre Perron Wikipedia(Text) CC BY-SA