Faculty

Institution

Unit

Venue

Pierre Perron

Professor

Boston University

Affiliations

College of Arts & Sciences

Economics

Pierre Perron is currently serving as a College Of Arts & Sciences Professor at Boston University.

Honors

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Experiences

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Education

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Pierre Perron

Boston University

Professor

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econometrics statistics economics time series climate change financial econometrics economic analysis data science trend analysis applied mathematics structural change macroeconomics financial economics economic research estimation theory forecasting unit root econodynamics trend prediction empirical finance level shifts applied economics unit root tests statistical hypothesis test economic trends volatility modeling econometric models structural breaks economic fluctuation financial time series analysis dependent errors stationary noise component economic modelling econometric methods multiple structural changes macroeconomic time series time series regression cointegrated regression models endogenous regressors time-series analysis international data error variance economic dynamics social science research statistical methodology theoretical economics financial modeling global warming regression testing backtesting random walks unknown time atmospheric research climatic change urban climate machine learning research ocean sciences difference equations financial stability economic change business cycle analysis growth theory reference frame extreme weather environmental trend extreme conditions short-term variability anthropogenic effects test bench physical oceanography causality comparative economics financial risk management mathematical economics finance macroeconomic forecasting

Notable Scholarly Works

Notable Federal Grants

Collaborators

An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles. Journal of Time Series Analysis (2025)

Mohitosh KejriwalLinh NguyenPierre Perron

financial analysisfinanceeconomicsquantitative analysis (finance)economic analysistime seriesbubble dynamicsfinancial stabilityfinancial time series analysisfinancial economicsfinancial network analysisnonlinear time series

Change-Point Analysis of Time Series With Evolutionary Spectra. Journal of Econometrics (2024)

Alessandro CasiniPierre Perron

evolutionary spectratime seriesdata scienceeconometricschange-point analysis

Econometrics Volume 1. WORLD SCIENTIFIC eBooks (2024)

Pierre Perron

econometric methodsstatisticseconomicsstatistical methodologyeconomic analysiseconomic modellingeconomic measurebayesian econometricsapplied economicsmacroeconomicstheoretical economicsstatistical modelsapplied mathematicseconometricsfinancial econometricseconomic researcheconometric models

Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. Journal of Econometrics (2024)

Alessandro CasiniPierre Perron

econometricsmachine learningstatisticsestimation theory

Theory of Low Frequency Contamination From Nonstationarity and Misspecification: Consequences for Har Inference. Econometric Theory (2024)

Alessandro CasiniTaosong DengPierre Perron

machine learninglow frequency contaminationhar inferenceapplied mathematics

Anthropogenic Influence on Extremes and Risk Hotspots. Scientific Reports (2023)

Francisco EstradaPierre PerronYohei Yamamoto

anthropogenic influenceextreme conditionsanthropogenic effectsclimate changerisk hotspotsshort-term variabilityepidemiology

Author Response for"on the Persistence of Near‐Surface Temperature Dynamics in a Warming World". (2023)

None Francisco EstradaNone Pierre PerronNone Yohei Yamamoto

warming worldearth scienceauthor responsenear-surface temperature dynamicsclimate change

Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-Based Approach. Journal of Econometric Methods (2023)

Emilio González-CoyaPierre Perron

statisticsestimation theoryunknown formapplied mathematicseconometrics

On the Persistence of Near‐Surface Temperature Dynamics in a Warming World. Annals of the New York Academy of Sciences (2023)

Francisco EstradaPierre PerronYohei Yamamoto

climate changewarming worldenvironmental sciencenear-surface temperature dynamics

Simultaneous Bandwidths Determination for Dk-Hac Estimators and Long-Run Variance Estimation in Nonparametric Settings. Econometric Reviews (2023)

Federico BelottiAlessandro CasiniLeopoldo CataniaStefano GrassiPierre Perron

economicsnonparametric settingslong-run variance estimationeconometricsdk-hac estimatorssimultaneous bandwidths determination

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Pierre Perron

Professor

Boston University

Affiliations

College of Arts & Sciences

Economics

Pierre Perron is currently serving as a College Of Arts & Sciences Professor at Boston University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Pierre Perron

Boston University

Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles. Journal of Time Series Analysis (2025)

Mohitosh KejriwalLinh NguyenPierre Perron

Change-Point Analysis of Time Series With Evolutionary Spectra. Journal of Econometrics (2024)

Alessandro CasiniPierre Perron

evolutionary spectratime seriesdata scienceeconometricschange-point analysis

Econometrics Volume 1. WORLD SCIENTIFIC eBooks (2024)

Pierre Perron

Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. Journal of Econometrics (2024)

Alessandro CasiniPierre Perron

econometricsmachine learningstatisticsestimation theory

Theory of Low Frequency Contamination From Nonstationarity and Misspecification: Consequences for Har Inference. Econometric Theory (2024)

Alessandro CasiniTaosong DengPierre Perron

machine learninglow frequency contaminationhar inferenceapplied mathematics

Anthropogenic Influence on Extremes and Risk Hotspots. Scientific Reports (2023)

Francisco EstradaPierre PerronYohei Yamamoto

anthropogenic influenceextreme conditionsanthropogenic effectsclimate changerisk hotspotsshort-term variabilityepidemiology

Author Response for"on the Persistence of Near‐Surface Temperature Dynamics in a Warming World". (2023)

None Francisco EstradaNone Pierre PerronNone Yohei Yamamoto

warming worldearth scienceauthor responsenear-surface temperature dynamicsclimate change

Estimation in the Presence of Heteroskedasticity of Unknown Form: A Lasso-Based Approach. Journal of Econometric Methods (2023)

Emilio González-CoyaPierre Perron

statisticsestimation theoryunknown formapplied mathematicseconometrics

On the Persistence of Near‐Surface Temperature Dynamics in a Warming World. Annals of the New York Academy of Sciences (2023)

Francisco EstradaPierre PerronYohei Yamamoto

climate changewarming worldenvironmental sciencenear-surface temperature dynamics

Simultaneous Bandwidths Determination for Dk-Hac Estimators and Long-Run Variance Estimation in Nonparametric Settings. Econometric Reviews (2023)

Federico BelottiAlessandro CasiniLeopoldo CataniaStefano GrassiPierre Perron

economicsnonparametric settingslong-run variance estimationeconometricsdk-hac estimatorssimultaneous bandwidths determination

1
2
3
4
5
15
10 / page

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