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Perron, Pierre


 SSRN Author Rank: 43,370 by Downloads
 Professor
 

Boston University - Department of Economics


 270 Bay State Road
 Boston, MA 02215
 United States
 617-353-3026 (Phone)
 email address

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. Perron, Pierre's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
510
Total
Citations
250
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Qu, Zhongjun
Boston University
Perron, Pierre
Boston University - Department of Economics
Posted:
25 Jun 08
94
(175,632)
1

2.  
Qu, Zhongjun
Boston University
Perron, Pierre
Boston University - Department of Economics
Posted:
20 Oct 06
94
(175,632)
1

3.  
Campbell, John Y.
Harvard University - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
25 Jun 04
86
(186,072)
170

4.  
Shiller, Robert J.
Yale University - Cowles Foundation
Perron, Pierre
Boston University - Department of Economics
Posted:
04 Jul 04
71
(208,621)
40

5.  
Testing for Multiple Structural Changes in Cointegrated Regression Models | Show Abstract | Download This Paper |
Journal of Business and Economic Statistics, Forthcoming
Number of Pages in PDF File: 41
Kejriwal, Mohitosh
Krannert School of Management, Purdue University
Perron, Pierre
Boston University - Department of Economics
Posted:
12 Mar 09
70
(210,234)
 

6.   Incl. Electronic Paper
Perron, Pierre
Boston University - Department of Economics
Kejriwal, Mohitosh
Krannert School of Management, Purdue University
Posted:
12 Mar 09
Last Revised:
17 Aug 10
27
(312,499)
1

7.  
McCloskey, Adam
Brown University - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
06 Nov 12
26
(316,300)
2

8.  
A Note on the Selection of Time Series Models | Show Abstract | Add to Cart |
Oxford Bulletin of Economics & Statistics, Vol. 67, No. 1, pp. 115-134, February 2005
Number of Pages in PDF File: 20
Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
11 Jan 05
16
(358,690)
7

9.  
Critical Values for Multiple Structural Change Tests | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 6, pp. 72-78, June 2003
Number of Pages in PDF File: 7
Bai, Jushan
New York University (NYU) - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
22 Sep 03
16
(358,690)
26

10.  
A Comparison of Alternative Asymptotic Frameworks to Analyse a Structural Change in a Linear Time Trend | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 9, No. 3, pp. 423-447, November 2006
Number of Pages in PDF File: 25
Deng, Ai
Boston University - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
01 Nov 06
10
(385,843)
 

11.  
Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 16, Issue 3, pp. 400-429, 2013
Number of Pages in PDF File: 30
Yamamoto, Yohei
Hitotsubashi University - Faculty of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
23 Nov 13
0
(440,815)
 

12.  
A Stochastic Volatility Model with Random Level Shifts and its Applications to S&P 500 and NASDAQ Return Indices | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 16, Issue 3, pp. 309-339, 2013
Number of Pages in PDF File: 31
Qu, Zhongjun
Boston University
Perron, Pierre
Boston University - Department of Economics
Posted:
23 Nov 13
0
(440,815)
1

13.  
Perron, Pierre
Boston University - Department of Economics
Vodounou, Cosme
Institut National de la Statistique et de l'Analyse Economique (INSAE)
Posted:
12 Sep 01
 

14.  
Perron, Pierre
Boston University - Department of Economics
Cati, Regina Celia
Boston University - Department of Economics
Garcia, Marcio G. P.
Pontifical Catholic University - Department of Economics
Posted:
30 Jan 97
 


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