Pierre Perron | |
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Born | March 14, 1959 |
Nationality | Canadian |
Alma mater | Yale University Queen's University McGill University |
Known for | Phillips–Perron test |
Scientific career | |
Fields | Econometrics |
Institutions | Boston University |
Doctoral advisor | Peter C. B. Phillips |
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,[1] which was the result of his Ph.D. studies under Peter C. B. Phillips.