# Pierre Perron

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## Personal Details

First Name: | Pierre |

Middle Name: | |

Last Name: | Perron |

Suffix: | |

RePEc Short-ID: | ppe32 |

http://people.bu.edu/perron | |

Department of Economics Boston University 270 Bay State Rd. Boston, MA, 02215 USA | |

Boston, Massachusetts (United States)

http://www.bu.edu/econ/

: 617-353-4389

617-353-4449

270 Bay State Road, Boston, MA 02215

RePEc:edi:decbuus (more details at EDIRC)

http://www.bu.edu/econ/

: 617-353-4389

617-353-4449

270 Bay State Road, Boston, MA 02215

RePEc:edi:decbuus (more details at EDIRC)

- Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015.
"
**Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component**," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics. - Pierre Perron & Francisco Estrada, 2012.
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**Breaks, trends and the attribution of climate change: a time-series analysis**," Boston University - Department of Economics - Working Papers Series WP2012-013, Boston University - Department of Economics. - Pierre Perron & Gabriel Rodriguez, 2012.
"
**Residual test for cointegration with GLS detrended data**," Documentos de Trabajo / Working Papers 2012-327, Departamento de Economía - Pontificia Universidad Católica del Perú. - Pierre Perron & Francisco Estrada & Benjamín Martínez-López, 2012.
"
**Statistical evidence about human influence on the climate system**," Boston University - Department of Economics - Working Papers Series WP2012-012, Boston University - Department of Economics. - Pierre Perron & Tomoyoshi Yabu, 2011.
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**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program.- Pierre Perron & Tomoyoshi Yabu, 2012.
"
**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 844-844, June.

- Pierre Perron & Tomoyoshi Yabu, 2011.
"
**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Boston University - Department of Economics - Working Papers Series WP2011-052, Boston University - Department of Economics.

- Pierre Perron & Tomoyoshi Yabu, 2012.
"
- Pierre Perron & Francisco Estrada & Carlos Gay-García & Benjamín Martínez-López, 2011.
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**A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4**," Boston University - Department of Economics - Working Papers Series WP2011-051, Boston University - Department of Economics. - Pierre Perron & Yohei Yamamoto, 2011.
"
**A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS**," Boston University - Department of Economics - Working Papers Series WP2011-054, Boston University - Department of Economics.- Perron, Pierre & Yamamoto, Yohei, 2014.
"
**A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls**," Econometric Theory, Cambridge University Press, vol. 30(02), pages 491-507, April.

- Perron, Pierre & Yamamoto, Yohei, 2014.
"
- Pierre Perron & Tatsushi Oka, 2011.
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**Testing for Common Breaks in a Multiple Equations System**," Boston University - Department of Economics - Working Papers Series WP2011-057, Boston University - Department of Economics. - Rasmus Tangsgaard Varneskov & Pierre Perron, 2011.
"
**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**," CREATES Research Papers 2011-26, Department of Economics and Business Economics, Aarhus University.- Pierre Perron & Rasmus T. Varneskov, 2011.
"
**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**," Boston University - Department of Economics - Working Papers Series WP2011-050, Boston University - Department of Economics.

- Pierre Perron & Rasmus T. Varneskov, 2011.
"
- Pierre Perron & Yohei Yamamoto, 2011.
"
**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**," Boston University - Department of Economics - Working Papers Series WP2011-049, Boston University - Department of Economics.- Yohei Yamamoto & Pierre Perron, 2013.
"
**Estimating and testing multiple structural changes in linear models using band spectral regressions**," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 400-429, October.

- Yohei Yamamoto & Pierre Perron, 2012.
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**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**," Global COE Hi-Stat Discussion Paper Series gd12-250, Institute of Economic Research, Hitotsubashi University.

- Yohei Yamamoto & Pierre Perron, 2013.
"
- Pierre Perron & Yohei Yamamoto, 2011.
"
**Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors**," Boston University - Department of Economics - Working Papers Series WP2011-053, Boston University - Department of Economics.- Pierre Perron & Yohei Yamamoto, 2015.
"
**Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 119-144, 01.

- Pierre Perron & Yohei Yamamoto, 2015.
"
- Pierre Perron & Sungju Chun, 2011.
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**Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run**," Boston University - Department of Economics - Working Papers Series WP2011-056, Boston University - Department of Economics.- Sungju Chun & Pierre Perron, 2013.
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**Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run**," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3512-3528, August.

- Sungju Chun & Pierre Perron, 2013.
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- Pierre Perron & Linxia Ren, 2010.
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**On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance**," Boston University - Department of Economics - Working Papers Series WP2010-049, Boston University - Department of Economics.- Perron Pierre & Ren Linxia, 2011.
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**On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance**," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-34, October.

- Perron Pierre & Ren Linxia, 2011.
"
- Pierre Perron & Adam McCloskey, 2010.
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**Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends**," Boston University - Department of Economics - Working Papers Series WP2010-048, Boston University - Department of Economics.- Mccloskey, Adam & Perron, Pierre, 2013.
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**Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends**," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1196-1237, December.

- Adam McCloskey & Pierre Perron, 2012.
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**Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends**," Working Papers 2012-15, Brown University, Department of Economics.

- Mccloskey, Adam & Perron, Pierre, 2013.
"
- Mohitosh Kejriwal & Pierre Perron, 2009.
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**A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component**," Purdue University Economics Working Papers 1217, Purdue University, Department of Economics.- Mohitosh Kejriwal & Pierre Perron, 2010.
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**A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component**," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 305-328, 09.

- Mohitosh Kejriwal & Pierre Perron, 2009.
"
**A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics.

- Mohitosh Kejriwal & Pierre Perron, 2010.
"
- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009.
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**Wald Tests for Detecting Multiple Structural Changes in Persistence**," Purdue University Economics Working Papers 1223, Purdue University, Department of Economics.- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013.
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**Wald Tests For Detecting Multiple Structural Changes In Persistence**," Econometric Theory, Cambridge University Press, vol. 29(02), pages 289-323, April.

- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013.
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- Jing Zhou & Pierre Perron, 2008.
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**Testing for Breaks in Coefficients and Error Variance: Simulations and Applications**," Boston University - Department of Economics - Working Papers Series wp2008-010, Boston University - Department of Economics. - Pierre Perron & Jing Zhou, 2008.
"
**Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model**," Boston University - Department of Economics - Working Papers Series wp2008-011, Boston University - Department of Economics. - Pierre Perron & Yohei Yamamoto, 2008.
"
**Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors**," Boston University - Department of Economics - Working Papers Series wp2008-017, Boston University - Department of Economics. - Pierre Perron & Zhongjun Qu, 2008.
"
**Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices**," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics.- Perron, Pierre & Qu, Zhongjun, 2010.
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**Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 275-290.

- Perron, Pierre & Qu, Zhongjun, 2010.
"
- Pierre Perron & Yohei Yamamoto, 2008.
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**On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests**," Boston University - Department of Economics - Working Papers Series wp2008-006, Boston University - Department of Economics.- Pierre Perron & Yohei Yamamoto, 2012.
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**On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests**," Global COE Hi-Stat Discussion Paper Series gd12-258, Institute of Economic Research, Hitotsubashi University.

- Pierre Perron & Yohei Yamamoto, 2012.
"
- Yang K. Lu & Pierre Perron, 2008.
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**Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model**," Boston University - Department of Economics - Working Papers Series wp2008-012, Boston University - Department of Economics.- Lu, Yang K. & Perron, Pierre, 2010.
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**Modeling and forecasting stock return volatility using a random level shift model**," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 138-156, January.

- Lu, Yang K. & Perron, Pierre, 2010.
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- Zhongjun Qu & Pierre Perron, 2008.
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**A Stochastic Volatility Model with Random Level Shifts: Theory and Applications to S&P 500 and NASDAQ Return Indices**," Boston University - Department of Economics - Working Papers Series wp2008-007, Boston University - Department of Economics. - Mohitosh Kejriwal & Pierre Perron, 2008.
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**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Purdue University Economics Working Papers 1216, Purdue University, Department of Economics.- Kejriwal, Mohitosh & Perron, Pierre, 2010.
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**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 503-522.

- Mohitosh Kejriwal & Pierre Perron, 2007.
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**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Boston University - Department of Economics - Working Papers Series wp2008-020, Boston University - Department of Economics, revised Nov 2008. - Mohitosh Kejriwal & Pierre Perron, 2006.
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**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Boston University - Department of Economics - Working Papers Series WP2006-051, Boston University - Department of Economics.

- Kejriwal, Mohitosh & Perron, Pierre, 2010.
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- Pierre Perron & Zhongjun Qu, 2007.
"
**An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts**," Boston University - Department of Economics - Working Papers Series wp2007-044, Boston University - Department of Economics. - Josep Lluís Carrion-i-Silvestre & Dukpa Kim & Pierre Perron, 2007.
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**GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses**," Boston University - Department of Economics - Working Papers Series wp2008-019, Boston University - Department of Economics. - Pierre Perron & Zhongjun Qu, 2006.
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**An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility**," Boston University - Department of Economics - Working Papers Series WP2006-016, Boston University - Department of Economics. - Ai Deng & Pierre Perron, 2006.
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**The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions**," Boston University - Department of Economics - Working Papers Series wp2006-004, Boston University - Department of Economics.- Deng, Ai & Perron, Pierre, 2008.
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**The Limit Distribution Of The Cusum Of Squares Test Under General Mixing Conditions**," Econometric Theory, Cambridge University Press, vol. 24(03), pages 809-822, June.

- Deng, Ai & Perron, Pierre, 2008.
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- Mohitosh Kejriwal & Pierre Perron, 2006.
"
**The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes**," Boston University - Department of Economics - Working Papers Series WP2006-064, Boston University - Department of Economics.- Kejriwal, Mohitosh & Perron, Pierre, 2008.
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**The limit distribution of the estimates in cointegrated regression models with multiple structural changes**," Journal of Econometrics, Elsevier, vol. 146(1), pages 59-73, September.

- Kejriwal, Mohitosh & Perron, Pierre, 2008.
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- Pierre Perron & Zhongjun Qu, 2006.
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**A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests**," Boston University - Department of Economics - Working Papers Series WP2006-010, Boston University - Department of Economics.- Perron, Pierre & Qu, Zhongjun, 2007.
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**A simple modification to improve the finite sample properties of Ng and Perron's unit root tests**," Economics Letters, Elsevier, vol. 94(1), pages 12-19, January.

- Perron, Pierre & Qu, Zhongjun, 2007.
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- Zhongjun Qu & Pierre Perron, 2006.
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**A Modified Information Criterion for Cointegration Tests based on a VAR Approximation**," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics.- Qu, Zhongjun & Perron, Pierre, 2007.
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**A Modified Information Criterion For Cointegration Tests Based On A Var Approximation**," Econometric Theory, Cambridge University Press, vol. 23(04), pages 638-685, August.

- Qu, Zhongjun & Perron, Pierre, 2007.
"
- Tatsuma Wada & Pierre Perron, 2006.
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**State Space Model with Mixtures of Normals: Specifications and Applications to International Data**," Boston University - Department of Economics - Working Papers Series WP2006-029, Boston University - Department of Economics. - Mohitosh Kejriwal & Pierre Perron, 2006.
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**Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression**," Boston University - Department of Economics - Working Papers Series WP2006-035, Boston University - Department of Economics.- Mohitosh Kejriwal & Pierre Perron, 2007.
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**Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression**," Boston University - Department of Economics - Working Papers Series WP2007-018, Boston University - Department of Economics.

- Mohitosh Kejriwal & Pierre Perron, 2007.
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- Dukpa Kim & Pierre Perron, 2006.
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**Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope**," Boston University - Department of Economics - Working Papers Series WP2006-063, Boston University - Department of Economics.- Kim, Dukpa & Perron, Pierre, 2009.
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**Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope**," Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.

- Kim, Dukpa & Perron, Pierre, 2009.
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- Mohitosh Kejriwal & Pierre Perron, 2006.
"
**Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses**," Boston University - Department of Economics - Working Papers Series WP2006-052, Boston University - Department of Economics.- Kim, Dukpa & Perron, Pierre, 2009.
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**Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses**," Journal of Econometrics, Elsevier, vol. 148(1), pages 1-13, January.

- Kim, Dukpa & Perron, Pierre, 2009.
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- Ai Deng & Pierre Perron, 2005.
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**The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions**," Boston University - Department of Economics - Working Papers Series WP2005-046, Boston University - Department of Economics. - Pierre Perron, 2005.
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**Dealing with Structural Breaks**," Boston University - Department of Economics - Working Papers Series WP2005-017, Boston University - Department of Economics. - Tatsuma Wada & Pierre Perron, 2005.
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**An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data**," Boston University - Department of Economics - Working Papers Series WP2005-43, Boston University - Department of Economics.- Tatsuma Wada & Pierre Perron, 2005.
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**An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data**," Boston University - Department of Economics - Working Papers Series WP2005-44, Boston University - Department of Economics.

- Tatsuma Wada & Pierre Perron, 2005.
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- Pierre Perron & Tomoyoshi Yabu, 2005.
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**Estimating Deterministric Trends with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2005-037, Boston University - Department of Economics.- Perron, Pierre & Yabu, Tomoyoshi, 2009.
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**Estimating deterministic trends with an integrated or stationary noise component**," Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.

- Pierre Perron & Tomoyoshi Yabu, .
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**Estimating Deterministic Trends with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006. - Pierre Perron & Tomoyoshi Yabu, 2007.
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**Estimating Deterministic Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.

- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"
- Ai Deng & Pierre Perron, 2005.
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**A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend**," Boston University - Department of Economics - Working Papers Series WP2005-030, Boston University - Department of Economics.- Ai Deng & Pierre Perron, 2006.
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**A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend**," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 423-447, November.

- Ai Deng & Pierre Perron, 2006.
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- Tatsuma Wada & Pierre Perron, 2005.
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**Trend and Cycles: A New Approach and Explanations of Some Old Puzzles**," Computing in Economics and Finance 2005 252, Society for Computational Economics. - Pierre Perron & Tomoyoshi Yabu, 2005.
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**Testing for Shifts in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2005-026, Boston University - Department of Economics.- Perron, Pierre & Yabu, Tomoyoshi, 2009.
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**Testing for Shifts in Trend With an Integrated or Stationary Noise Component**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.

- Pierre Perron & Tomoyoshi Yabu, 2007.
"
**Testing for Shifts in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.

- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"
- Zhongjun Qu & Pierre Perron, 2005.
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**Estimating and testing structural changes in multivariate regressions**," Boston University - Department of Economics - Working Papers Series WP2005-012, Boston University - Department of Economics.- Zhongjun Qu & Pierre Perron, 2007.
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**Estimating and Testing Structural Changes in Multivariate Regressions**," Econometrica, Econometric Society, vol. 75(2), pages 459-502, 03.

- Zhongjun Qu & Pierre Perron, 2007.
"
- Ai Deng & Pierre Perron, 2005.
"
**A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change**," Boston University - Department of Economics - Working Papers Series WP2005-047, Boston University - Department of Economics.- Deng, Ai & Perron, Pierre, 2008.
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**A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change**," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January.

- Ai Deng & Pierre Perron, 2007.
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**A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change**," Boston University - Department of Economics - Working Papers Series WP2007-019, Boston University - Department of Economics.

- Deng, Ai & Perron, Pierre, 2008.
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- Pierre Perron† & Tatsuma Wada, 2005.
"
**Let’s Take a Break: Trends and Cycles in US Real GDP?**," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.- Perron, Pierre & Wada, Tatsuma, 2009.
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**Let's take a break: Trends and cycles in US real GDP**," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.

- Pierre Perron & Tatsuma Wada, 2005.
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**Let’s Take a Break: Trends and Cycles in US Real GDP**," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.

- Perron, Pierre & Wada, Tatsuma, 2009.
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- Serena Ng & Pierre Perron, 2001.
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**A Note on the Selection of Time Series Models**," Boston College Working Papers in Economics 500, Boston College Department of Economics.- Serena Ng & Pierre Perron, 2005.
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**A Note on the Selection of Time Series Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 115-134, 02.

- Serena Ng & Pierre Perron, 2005.
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- Serena Ng & Pierre Perron, 2001.
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**PPP May not Hold After all: A Further Investigation**," Economics Working Paper Archive 466, The Johns Hopkins University,Department of Economics.- Serena Ng & Pierre Perron, 2002.
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**PPP May not Hold Afterall: A Further Investigation**," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 43-64, May.

- Serena Ng & Pierre Perron, 2002.
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**PPP May not Hold Afterall: A Further Investigation**," CEMA Working Papers 83, China Economics and Management Academy, Central University of Finance and Economics.

- Serena Ng & Pierre Perron, 2002.
"
- Perron, P. & Rodriguez, G., 2000.
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**Seraching for Additive Outliers in Nonstationary Time Series**," Working Papers 0005e, University of Ottawa, Department of Economics.- Pierre Perron & Gabriel RodrÌguez, 2003.
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**Searching For Additive Outliers In Nonstationary Time Series**," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 193-220, 03.

- Pierre Perron & Gabriel RodrÌguez, 2003.
"
- Perron, P. & Rodriguez, G., 2000.
"
**Residual Based Tests for Cointegration with GLS Detrended Data**," Working Papers 0004e, University of Ottawa, Department of Economics. - PERRON, Pierre & RODRIGUEZ, Gabriel, 1998.
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**GLS Detrending, Efficient Unit Root Tests and Structural Change**," Cahiers de recherche 9809, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre & Rodriguez, Gabriel, 2003.
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**GLS detrending, efficient unit root tests and structural change**," Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.

- Perron, Pierre & Rodriguez, Gabriel, 2003.
"
- PERRON, Pierre & VODOUNOU, Cosme, 1998.
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**Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices**," Cahiers de recherche 9816, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013.
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**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 42-62.

- Pierre Perron & Sungju Chun & Cosme Vodounou, 2011.
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**Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices**," Boston University - Department of Economics - Working Papers Series WP2011-055, Boston University - Department of Economics.

- Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013.
"
- PERRON, Pierre & VODOUNOU, Cosme, 1998.
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**Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition**," Cahiers de recherche 9815, Universite de Montreal, Departement de sciences economiques.- Pierre Perron & Cosme Vodounou, 2001.
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**Asymptotic approximations in the near-integrated model with a non-zero initial condition**," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 42.

- Pierre Perron & Cosme Vodounou, 2001.
"
- PERRON, Pierre & MALLET, Sylvie, 1998.
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**The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation**," Cahiers de recherche 9817, Universite de Montreal, Departement de sciences economiques. - BAI, Jushan & PERRON, Pierre, 1998.
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**Computation and Analysis of Multiple Structural-Change Models**," Cahiers de recherche 9807, Universite de Montreal, Departement de sciences economiques.- Jushan Bai & Pierre Perron, 2003.
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**Computation and analysis of multiple structural change models**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.

- Jushan Bai & Pierre Perron, 2003.
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- Serena Ng & Pierre Perron, 1997.
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**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.- Serena Ng & Pierre Perron, 2001.
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**LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power**," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.

- Serena Ng & Pierre Perron, 2001.
"
- Perron, P. & Ng, S., 1996.
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**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Perron, Pierre & Ng, Serena, 1998.
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**An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests**," Econometric Theory, Cambridge University Press, vol. 14(05), pages 560-603, October.

- Perron, P. & Ng, S., 1996.
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**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.

- Perron, Pierre & Ng, Serena, 1998.
"
- Pierre Perron & Regina Cati & Marcio Gomes Pinto Garcia, 1995.
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**Unit roots in the presence of abrupt governmental interventions with an application to Brazilian to Brazilian data**," Textos para discussão 349, Department of Economics PUC-Rio (Brazil). - Perron, P. & Bai, J., 1995.
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**Estimating and Testing Linear Models with Multiple Structural Changes**," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Jushan Bai & Pierre Perron, 1998.
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**Estimating and Testing Linear Models with Multiple Structural Changes**," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.

- Perron, P. & Bai, J., 1995.
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**Estimating and Testing Linear Models with Multiple Structural Changes**," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques.

- Jushan Bai & Pierre Perron, 1998.
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- Ng, S. & Perron, P., 1995.
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**Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems**," Cahiers de recherche 9534, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Ng, Serena & Perron, Pierre, 1997.
"
**Estimation and inference in nearly unbalanced nearly cointegrated systems**," Journal of Econometrics, Elsevier, vol. 79(1), pages 53-81, July.

- Ng, S. & Perron, P., 1995.
"
**Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems**," Cahiers de recherche 9534, Universite de Montreal, Departement de sciences economiques.

- Ng, Serena & Perron, Pierre, 1997.
"
- René Garcia & Pierre Perron, 1995.
"
**An Analysis of the Real Interest Rate Under Regime Shifts**," CIRANO Working Papers 95s-05, CIRANO.- Garcia, Rene & Perron, Pierre, 1996.
"
**An Analysis of the Real Interest Rate under Regime Shifts**," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-25, February.

- Garcia, R. & Perron, P., 1994.
"
**An Analysis of the Real Interest rate Under Regime Shifts**," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Garcia, R. & Perron, P., 1994.
"
**An Analysis of the Real Interest rate Under Regime Shifts**," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques. - Garcia, R. & Perron, P., 1990.
"
**An Anlysis Of The Real Interest Rate Under Regime Shifts**," Papers 353, Princeton, Department of Economics - Econometric Research Program.

- Garcia, Rene & Perron, Pierre, 1996.
"
- Jushan Bai & Pierre Perron, 1995.
"
**Estimating & Testing Linear Models with Multiple Structural Changes**," Working papers 95-17, Massachusetts Institute of Technology (MIT), Department of Economics. - Ng, S. & Perron, P., 1995.
"
**The Exact Error in Estimating the Special Density at the Origin**," Cahiers de recherche 9535, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Ng, S. & Perron, P., 1995.
"
**The Exact Error in Estimating the Special Density at the Origin**," Cahiers de recherche 9535, Universite de Montreal, Departement de sciences economiques.

- Ng, S. & Perron, P., 1995.
"
- Perron, P. & Ghysels, E., 1994.
"
**The Effect of Linear Filters on Dynamic Time series with Structural Change**," Cahiers de recherche 9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Ghysels, Eric & Perron, Pierre, 1996.
"
**The effect of linear filters on dynamic time series with structural change**," Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.

- Perron, P. & Ghysels, E., 1994.
"
**The Effect of Linear Filters on Dynamic Time series with Structural Change**," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques.

- Ghysels, Eric & Perron, Pierre, 1996.
"
- Perron, P., 1994.
"
**The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors**," Cahiers de recherche 9424, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Perron, Pierre, 1996.
"
**The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors**," Journal of Econometrics, Elsevier, vol. 70(2), pages 317-350, February.

- Perron, P., 1994.
"
**The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors**," Cahiers de recherche 9424, Universite de Montreal, Departement de sciences economiques.

- Perron, Pierre, 1996.
"
- Ng, S. & Perron, P., 1994.
"
**Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag**," Cahiers de recherche 9423, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Ng, S. & Perron, P., 1994.
"
**Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag**," Cahiers de recherche 9423, Universite de Montreal, Departement de sciences economiques.

- Ng, S. & Perron, P., 1994.
"
- Perron, P. & Ng, S., 1994.
"
**Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties**," Cahiers de recherche 9427, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Pierre Perron & Serena Ng, 1996.
"
**Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties**," Review of Economic Studies, Oxford University Press, vol. 63(3), pages 435-463.

- Perron, P. & Ng, S., 1994.
"
**Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties**," Cahiers de recherche 9427, Universite de Montreal, Departement de sciences economiques.

- Pierre Perron & Serena Ng, 1996.
"
- Vogelsang, T.J. & Perron, P., 1994.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," Cahiers de recherche 9422, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Vogelsang, Timothy J & Perron, Pierre, 1998.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.

- Vogelsang, T.J. & Perron, P., 1994.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," Cahiers de recherche 9422, Universite de Montreal, Departement de sciences economiques.

- Vogelsang, Timothy J & Perron, Pierre, 1998.
"
- Nabeya, S. & Perron, P., 1994.
"
**Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors**," Cahiers de recherche 9420, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Nabeya, S. & Perron, P., 1994.
"
**Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors**," Cahiers de recherche 9420, Universite de Montreal, Departement de sciences economiques.

- Nabeya, S. & Perron, P., 1994.
"
- Nabeya, S. & Perron, P., 1991.
"
**Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors**," Papers 362, Princeton, Department of Economics - Econometric Research Program.- Nabeya, Seiji & Perron, Pierre, 1994.
"
**Local asymptotic distribution related to the AR(1) model with dependent errors**," Journal of Econometrics, Elsevier, vol. 62(2), pages 229-264, June.

- Nabeya, Seiji & Perron, Pierre, 1994.
"
- Campbell, J.Y. & Perron, P., 1991.
"
**Pitfalls and Opportunities: What Macroeconomics should know about unit roots**," Papers 360, Princeton, Department of Economics - Econometric Research Program.- John Y. Campbell & Pierre Perron, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.

- John Y. Campbell & Pierre Perron, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. - Campbell, John & Perron, Pierre, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots**," Scholarly Articles 3374863, Harvard University Department of Economics.

- John Y. Campbell & Pierre Perron, 1991.
"
- Perron, P., 1991.
"
**A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series**," Papers 363, Princeton, Department of Economics - Econometric Research Program. - Garcia, R. & Perron, P., 1991.
"
**An analysis of Real Interest Rate Under Regime Shifts**," Cahiers de recherche 9125, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Garcia, R. & Perron, P., 1991.
"
**An analysis of Real Interest Rate Under Regime Shifts**," Cahiers de recherche 9125, Universite de Montreal, Departement de sciences economiques.

- Garcia, R. & Perron, P., 1991.
"
- Vogelsang, T.I. & Perron, P., 1991.
"
**Nonstationary and Level Shifts With An Application To Purchasing Power Parity**," Papers 359, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre & Vogelsang, Timothy J, 1992.
"
**Nonstationarity and Level Shifts with an Application to Purchasing Power Parity**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-20, July.

- Perron, Pierre & Vogelsang, Timothy J, 1992.
"
- Ghysels, E. & Perron, P., 1990.
"
**The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root**," Papers 355, Princeton, Department of Economics - Econometric Research Program.- Ghysels, Eric & Perron, Pierre, 1993.
"
**The effect of seasonal adjustment filters on tests for a unit root**," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.

- Ghysels, Eric & Perron, Pierre, 1993.
"
- Perron, P., 1990.
"
**The Limiting Distribution Of The Least Squares Estimator In Nearly Integrated Seasonal Models**," Papers 354, Princeton, Department of Economics - Econometric Research Program. - Perron, P., 1990.
"
**The Adequacy Of Limiting Distributions In The Ar(1) Model With Dependent Errors**," Papers 349, Princeton, Department of Economics - Econometric Research Program. - Perron, P., 1990.
"
**Further Evidence On Breaking Trend Functions In Macroeconomics Variables**," Papers 350, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre, 1997.
"
**Further evidence on breaking trend functions in macroeconomic variables**," Journal of Econometrics, Elsevier, vol. 80(2), pages 355-385, October.

- Perron, P., 1994.
"
**Further Evidence on Breaking Trend Functions in Macroeconomic Variables**," Cahiers de recherche 9421, Universite de Montreal, Departement de sciences economiques. - Perron, P., 1994.
"
**Further Evidence on Breaking Trend Functions in Macroeconomic Variables**," Cahiers de recherche 9421, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Perron, Pierre, 1997.
"
- Ghysels, E. & Perron, P., 1990.
"
**The Effect Of Seasonal Adjustment Filters On Test For Unit Root**," Cahiers de recherche 9037, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- Ghysels, E. & Perron, P., 1990.
"
**The Effect of Seasonal Adjustment Filters on Test for Unit Root**," Cahiers de recherche 9037, Universite de Montreal, Departement de sciences economiques.

- Ghysels, E. & Perron, P., 1990.
"
- Perron, P., 1989.
"
**Testing For A Unit Root In A Time Series With A Changing Mean**," Papers 347, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre, 1990.
"
**Testing for a Unit Root in a Time Series with a Changing Mean**," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 153-62, April.

- Perron, Pierre, 1990.
"
- Perron, P., 1989.
"
**Test Consistency With Varying Sampling Frequency**," Papers 345, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre, 1991.
"
**Test Consistency with Varying Sampling Frequency**," Econometric Theory, Cambridge University Press, vol. 7(03), pages 341-368, September.

- Perron, P., 1987.
"
**Test Consistency with Varying Sampling Frequency**," Cahiers de recherche 8752, Universite de Montreal, Departement de sciences economiques.

- Perron, Pierre, 1991.
"
- Perron,P., 1988.
"
**Testing For A Random Walk: A Simulation Experiment Of Power When The Simpling Interval Is Varied**," Papers 336, Princeton, Department of Economics - Econometric Research Program. - Perron, P, 1988.
"
**The Great Crash, The Oil Price Shock And The Unit Root Hypothesis**," Papers 338, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre, 1989.
"
**The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.

- Perron, Pierre, 1989.
"
- Perron,P., 1988.
"
**A Continuous Time Approximation To The Unstable First- Order Autoregressive Process: The Case Without An Intercept**," Papers 337, Princeton, Department of Economics - Econometric Research Program.- Perron, Pierre, 1991.
"
**A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept**," Econometrica, Econometric Society, vol. 59(1), pages 211-36, January.

- Perron, Pierre, 1991.
"
- Perron, P., 1987.
"
**The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model**," Cahiers de recherche 8748, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre, 1989.
"
**The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 241-255, August.

- Perron, Pierre, 1989.
"
- Perron, P., 1987.
"
**The Great Crash, the Oil Prices and the Unit Root Hypothesis**," Cahiers de recherche 8749, Universite de Montreal, Departement de sciences economiques. - Perron, P. & Phillips, P.C.B., 1986.
"
**Does Gnp Have a Unit Root? a Reevaluation**," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre & Phillips, Peter C. B., 1987.
"
**Does GNP have a unit root? : A re-evaluation**," Economics Letters, Elsevier, vol. 23(2), pages 139-145.

- Perron, Pierre & Phillips, Peter C. B., 1987.
"
- Peter C.B. Phillips & Pierre Perron, 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.- Tom Doan, .
"
**PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test**," Statistical Software Components RTS00160, Boston College Department of Economics. - Phillips, P.C.B., 1986.
"
**Testing for a Unit Root in Time Series Regression**," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.

- Tom Doan, .
"
- Perron, P., 1986.
"
**Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach**," Cahiers de recherche 8650, Universite de Montreal, Departement de sciences economiques.- Perron, Pierre, 1988.
"
**Trends and random walks in macroeconomic time series : Further evidence from a new approach**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 297-332.

- Perron, Pierre, 1988.
"
- Perron, P., 1986.
"
**Tests of Joint Hypotheses for Time Series Regression with a Unit Root**," Cahiers de recherche 8632, Universite de Montreal, Departement de sciences economiques. - Perron, P., 1985.
"
**Methodology in Economics: the Logic of Appraisal**," Cahiers de recherche 8557, Universite de Montreal, Departement de sciences economiques. - Pierre Perron & Robert J. Shiller, 1984.
"
**Testing the Random Walk Hypothesis: Power Versus Frequency of Observation**," Cowles Foundation Discussion Papers 732, Cowles Foundation for Research in Economics, Yale University.- Shiller, Robert J. & Perron, Pierre, 1985.
"
**Testing the random walk hypothesis : Power versus frequency of observation**," Economics Letters, Elsevier, vol. 18(4), pages 381-386.

- Robert J. Shiller & Pierre Perron, 1985.
"
**Testing the Random Walk Hypothesis: Power versus Frequency of Observation**," NBER Technical Working Papers 0045, National Bureau of Economic Research, Inc.

- Shiller, Robert J. & Perron, Pierre, 1985.
"

- Pierre Perron & Yohei Yamamoto, 2015.
"
**Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(1), pages 119-144, 01.- Pierre Perron & Yohei Yamamoto, 2011.
"
**Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors**," Boston University - Department of Economics - Working Papers Series WP2011-053, Boston University - Department of Economics.

- Pierre Perron & Yohei Yamamoto, 2011.
"
- Hou, Jie & Perron, Pierre, 2014.
"
**Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations**," Journal of Econometrics, Elsevier, vol. 182(2), pages 309-328. - Xu, Jiawen & Perron, Pierre, 2014.
"
**Forecasting return volatility: Level shifts with varying jump probability and mean reversion**," International Journal of Forecasting, Elsevier, vol. 30(3), pages 449-463. - Perron, Pierre & Yamamoto, Yohei, 2014.
"
**A Note On Estimating And Testing For Multiple Structural Changes In Models With Endogenous Regressors Via 2sls**," Econometric Theory, Cambridge University Press, vol. 30(02), pages 491-507, April.- Pierre Perron & Yohei Yamamoto, 2011.
"
**A Note on Estimating and Testing for Multiple Structural Changes in Models with Endogenous Regressors via 2SLS**," Boston University - Department of Economics - Working Papers Series WP2011-054, Boston University - Department of Economics.

- Pierre Perron & Yohei Yamamoto, 2011.
"
- Yohei Yamamoto & Pierre Perron, 2013.
"
**Estimating and testing multiple structural changes in linear models using band spectral regressions**," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 400-429, October.- Pierre Perron & Yohei Yamamoto, 2011.
"
**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**," Boston University - Department of Economics - Working Papers Series WP2011-049, Boston University - Department of Economics. - Yohei Yamamoto & Pierre Perron, 2012.
"
**Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions**," Global COE Hi-Stat Discussion Paper Series gd12-250, Institute of Economic Research, Hitotsubashi University.

- Pierre Perron & Yohei Yamamoto, 2011.
"
- Zhongjun Qu & Pierre Perron, 2013.
"
**A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices**," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 309-339, October. - Sungju Chun & Pierre Perron, 2013.
"
**Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run**," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3512-3528, August.- Pierre Perron & Sungju Chun, 2011.
"
**Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run**," Boston University - Department of Economics - Working Papers Series WP2011-056, Boston University - Department of Economics.

- Pierre Perron & Sungju Chun, 2011.
"
- Mccloskey, Adam & Perron, Pierre, 2013.
"
**Memory Parameter Estimation In The Presence Of Level Shifts And Deterministic Trends**," Econometric Theory, Cambridge University Press, vol. 29(06), pages 1196-1237, December.- Adam McCloskey & Pierre Perron, 2012.
"
**Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends**," Working Papers 2012-15, Brown University, Department of Economics. - Pierre Perron & Adam McCloskey, 2010.
"
**Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends**," Boston University - Department of Economics - Working Papers Series WP2010-048, Boston University - Department of Economics.

- Adam McCloskey & Pierre Perron, 2012.
"
- Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013.
"
**Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices**," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 42-62.- Pierre Perron & Sungju Chun & Cosme Vodounou, 2011.
"
**Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices**," Boston University - Department of Economics - Working Papers Series WP2011-055, Boston University - Department of Economics. - PERRON, Pierre & VODOUNOU, Cosme, 1998.
"
**Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices**," Cahiers de recherche 9816, Universite de Montreal, Departement de sciences economiques.

- Pierre Perron & Sungju Chun & Cosme Vodounou, 2011.
"
- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013.
"
**Wald Tests For Detecting Multiple Structural Changes In Persistence**," Econometric Theory, Cambridge University Press, vol. 29(02), pages 289-323, April.- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009.
"
**Wald Tests for Detecting Multiple Structural Changes in Persistence**," Purdue University Economics Working Papers 1223, Purdue University, Department of Economics.

- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009.
"
- Pierre Perron & Gabriel Rodríguez, 2012.
"
**GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural**," Revista Economía, Fondo Editorial de la Pontificia Universidad Católica del Perú, vol. 35(69), pages 174-203. - Pierre Perron & Tomoyoshi Yabu, 2012.
"
**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(498), pages 844-844, June.- Pierre Perron & Tomoyoshi Yabu, 2011.
"
**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Keio/Kyoto Joint Global COE Discussion Paper Series 2011-024, Keio/Kyoto Joint Global COE Program. - Pierre Perron & Tomoyoshi Yabu, 2011.
"
**Testing for Trend in the Presence of Autoregressive Error: A Comment**," Boston University - Department of Economics - Working Papers Series WP2011-052, Boston University - Department of Economics.

- Pierre Perron & Tomoyoshi Yabu, 2011.
"
- Kejriwal, Mohitosh & Perron, Pierre, 2012.
"
**A note on estimating a structural change in persistence**," Economics Letters, Elsevier, vol. 117(3), pages 932-935. - Perron Pierre & Ren Linxia, 2011.
"
**On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance**," Journal of Time Series Econometrics, De Gruyter, vol. 3(3), pages 1-34, October.- Pierre Perron & Linxia Ren, 2010.
"
**On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance**," Boston University - Department of Economics - Working Papers Series WP2010-049, Boston University - Department of Economics.

- Pierre Perron & Linxia Ren, 2010.
"
- Pierre Perron & Richard J. Smith, 2011.
"
**Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives**," Econometrics Journal, Royal Economic Society, vol. 14, pages Ci-Ciii, 02. - Mohitosh Kejriwal & Pierre Perron, 2010.
"
**A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component**," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 305-328, 09.- Mohitosh Kejriwal & Pierre Perron, 2009.
"
**A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics. - Mohitosh Kejriwal & Pierre Perron, 2009.
"

- Mohitosh Kejriwal & Pierre Perron, 2009.
"
- Kejriwal, Mohitosh & Perron, Pierre, 2010.
"
**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 503-522.- Mohitosh Kejriwal & Pierre Perron, 2006.
"
**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Boston University - Department of Economics - Working Papers Series WP2006-051, Boston University - Department of Economics. - Mohitosh Kejriwal & Pierre Perron, 2008.
"
**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Purdue University Economics Working Papers 1216, Purdue University, Department of Economics. - Mohitosh Kejriwal & Pierre Perron, 2007.
"
**Testing for Multiple Structural Changes in Cointegrated Regression Models**," Boston University - Department of Economics - Working Papers Series wp2008-020, Boston University - Department of Economics, revised Nov 2008.

- Mohitosh Kejriwal & Pierre Perron, 2006.
"
- Perron, Pierre & Qu, Zhongjun, 2010.
"
**Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices**," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 275-290.- Pierre Perron & Zhongjun Qu, 2008.
"
**Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices**," Boston University - Department of Economics - Working Papers Series wp2008-004, Boston University - Department of Economics.

- Pierre Perron & Zhongjun Qu, 2008.
"
- Lu, Yang K. & Perron, Pierre, 2010.
"
**Modeling and forecasting stock return volatility using a random level shift model**," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 138-156, January.- Yang K. Lu & Pierre Perron, 2008.
"
**Modeling and Forecasting Stock Return Volatility Using a Random Level Shift Model**," Boston University - Department of Economics - Working Papers Series wp2008-012, Boston University - Department of Economics.

- Yang K. Lu & Pierre Perron, 2008.
"
- Perron, Pierre & Yabu, Tomoyoshi, 2009.
"
**Testing for Shifts in Trend With an Integrated or Stationary Noise Component**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.- Pierre Perron & Tomoyoshi Yabu, 2005.
"
**Testing for Shifts in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2005-026, Boston University - Department of Economics. - Pierre Perron & Tomoyoshi Yabu, 2007.
"
**Testing for Shifts in Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.

- Pierre Perron & Tomoyoshi Yabu, 2005.
"
- Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa & Perron, Pierre, 2009.
"
**Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1754-1792, December. - Perron, Pierre & Yabu, Tomoyoshi, 2009.
"
**Estimating deterministic trends with an integrated or stationary noise component**," Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.- Pierre Perron & Tomoyoshi Yabu, .
"
**Estimating Deterministic Trends with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006. - Pierre Perron & Tomoyoshi Yabu, 2005.
"
**Estimating Deterministric Trends with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2005-037, Boston University - Department of Economics. - Pierre Perron & Tomoyoshi Yabu, 2007.
"
**Estimating Deterministic Trend with an Integrated or Stationary Noise Component**," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.

- Pierre Perron & Tomoyoshi Yabu, .
"
- Kim, Dukpa & Perron, Pierre, 2009.
"
**Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses**," Journal of Econometrics, Elsevier, vol. 148(1), pages 1-13, January.- Mohitosh Kejriwal & Pierre Perron, 2006.
"
**Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses**," Boston University - Department of Economics - Working Papers Series WP2006-052, Boston University - Department of Economics.

- Mohitosh Kejriwal & Pierre Perron, 2006.
"
- Perron, Pierre & Wada, Tatsuma, 2009.
"
**Let's take a break: Trends and cycles in US real GDP**," Journal of Monetary Economics, Elsevier, vol. 56(6), pages 749-765, September.- Pierre Perron & Tatsuma Wada, 2005.
"
**Let’s Take a Break: Trends and Cycles in US Real GDP**," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009. - Tom Doan, .
"
**RATS programs to replicate Perron-Wada state space model**," Statistical Software Components RTZ00133, Boston College Department of Economics. - Pierre Perron† & Tatsuma Wada, 2005.
"
**Let’s Take a Break: Trends and Cycles in US Real GDP?**," Boston University - Department of Economics - Working Papers Series WP2005-031, Boston University - Department of Economics, revised Oct 2005.

- Pierre Perron & Tatsuma Wada, 2005.
"
- Kim, Dukpa & Perron, Pierre, 2009.
"
**Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope**," Journal of Econometrics, Elsevier, vol. 149(1), pages 26-51, April.- Dukpa Kim & Pierre Perron, 2006.
"
**Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope**," Boston University - Department of Economics - Working Papers Series WP2006-063, Boston University - Department of Economics.

- Dukpa Kim & Pierre Perron, 2006.
"
- Deng, Ai & Perron, Pierre, 2008.
"
**The Limit Distribution Of The Cusum Of Squares Test Under General Mixing Conditions**," Econometric Theory, Cambridge University Press, vol. 24(03), pages 809-822, June.- Ai Deng & Pierre Perron, 2006.
"
**The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions**," Boston University - Department of Economics - Working Papers Series wp2006-004, Boston University - Department of Economics.

- Ai Deng & Pierre Perron, 2006.
"
- Deng, Ai & Perron, Pierre, 2008.
"
**A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change**," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January.- Ai Deng & Pierre Perron, 2007.
"
**A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change**," Boston University - Department of Economics - Working Papers Series WP2007-019, Boston University - Department of Economics. - Ai Deng & Pierre Perron, 2005.
"

- Ai Deng & Pierre Perron, 2007.
"
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"
**Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression**," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1425-1441, October. - Kejriwal, Mohitosh & Perron, Pierre, 2008.
"
**The limit distribution of the estimates in cointegrated regression models with multiple structural changes**," Journal of Econometrics, Elsevier, vol. 146(1), pages 59-73, September.- Mohitosh Kejriwal & Pierre Perron, 2006.
"
**The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes**," Boston University - Department of Economics - Working Papers Series WP2006-064, Boston University - Department of Economics.

- Mohitosh Kejriwal & Pierre Perron, 2006.
"
- Qu, Zhongjun & Perron, Pierre, 2007.
"
**A Modified Information Criterion For Cointegration Tests Based On A Var Approximation**," Econometric Theory, Cambridge University Press, vol. 23(04), pages 638-685, August.- Zhongjun Qu & Pierre Perron, 2006.
"
**A Modified Information Criterion for Cointegration Tests based on a VAR Approximation**," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics.

- Zhongjun Qu & Pierre Perron, 2006.
"
- Zhongjun Qu & Pierre Perron, 2007.
"
**Estimating and Testing Structural Changes in Multivariate Regressions**," Econometrica, Econometric Society, vol. 75(2), pages 459-502, 03.- Zhongjun Qu & Pierre Perron, 2005.
"
**Estimating and testing structural changes in multivariate regressions**," Boston University - Department of Economics - Working Papers Series WP2005-012, Boston University - Department of Economics.

- Zhongjun Qu & Pierre Perron, 2005.
"
- Perron, Pierre & Qu, Zhongjun, 2007.
"
**A simple modification to improve the finite sample properties of Ng and Perron's unit root tests**," Economics Letters, Elsevier, vol. 94(1), pages 12-19, January.- Pierre Perron & Zhongjun Qu, 2006.
"
**A Simple Modification to Improve the Finite Sample Properties of Ng and Perron’s Unit Root Tests**," Boston University - Department of Economics - Working Papers Series WP2006-010, Boston University - Department of Economics.

- Pierre Perron & Zhongjun Qu, 2006.
"
- Ai Deng & Pierre Perron, 2006.
"
**A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend**," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 423-447, November.- Ai Deng & Pierre Perron, 2005.
"
**A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend**," Boston University - Department of Economics - Working Papers Series WP2005-030, Boston University - Department of Economics.

- Ai Deng & Pierre Perron, 2005.
"
- Perron, Pierre & Qu, Zhongjun, 2006.
"
**Estimating restricted structural change models**," Journal of Econometrics, Elsevier, vol. 134(2), pages 373-399, October. - Perron, Pierre & Zhu, Xiaokang, 2005.
"
**Structural breaks with deterministic and stochastic trends**," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 65-119. - Perron, Pierre & Vodounou, Cosme, 2005.
"
**The Variance Ratio Test: An Analysis Of Size And Power Based On A Continuous-Time Asymptotic Framework**," Econometric Theory, Cambridge University Press, vol. 21(03), pages 562-592, June. - Serena Ng & Pierre Perron, 2005.
"
**A Note on the Selection of Time Series Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(1), pages 115-134, 02.- Serena Ng & Pierre Perron, 2001.
"
**A Note on the Selection of Time Series Models**," Boston College Working Papers in Economics 500, Boston College Department of Economics.

- Serena Ng & Pierre Perron, 2001.
"
- Perron, Pierre & Vodounou, Cosme, 2004.
"
**Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework**," Journal of Empirical Finance, Elsevier, vol. 11(2), pages 203-230, March. - Perron, Pierre & Rodriguez, Gabriel, 2003.
"
**GLS detrending, efficient unit root tests and structural change**," Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.- PERRON, Pierre & RODRIGUEZ, Gabriel, 1998.
"
**GLS Detrending, Efficient Unit Root Tests and Structural Change**," Cahiers de recherche 9809, Universite de Montreal, Departement de sciences economiques. - Tom Doan, .
"
**PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date**," Statistical Software Components RTS00156, Boston College Department of Economics. - Tom Doan, .
"
**GLSDETREND: RATS procedure to perform local to unity GLS detrending**," Statistical Software Components RTS00077, Boston College Department of Economics.

- PERRON, Pierre & RODRIGUEZ, Gabriel, 1998.
"
- Jushan Bai & Pierre Perron, 2003.
"
**Critical values for multiple structural change tests**," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 72-78, 06. - Jushan Bai & Pierre Perron, 2003.
"
**Computation and analysis of multiple structural change models**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.- Tom Doan, .
"
**MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis**," Statistical Software Components RTS00138, Boston College Department of Economics. - BAI, Jushan & PERRON, Pierre, 1998.
"
**Computation and Analysis of Multiple Structural-Change Models**," Cahiers de recherche 9807, Universite de Montreal, Departement de sciences economiques. - Tom Doan, .
"
**RATS programs to replicate examples of Bai-Perron procedure**," Statistical Software Components RTZ00008, Boston College Department of Economics. - Tom Doan, .
"
**BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes**," Statistical Software Components RTS00013, Boston College Department of Economics.

- Tom Doan, .
"
- Pierre Perron, 2003.
"
**Comment on "Statistical Adequacy and the Testing of Trend Versus Difference Stationarity" by Andreou and Spanos (Number 1)**," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 239-245, January. - Pierre Perron & Gabriel RodrÌguez, 2003.
"
**Searching For Additive Outliers In Nonstationary Time Series**," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 193-220, 03.- Perron, P. & Rodriguez, G., 2000.
"
**Seraching for Additive Outliers in Nonstationary Time Series**," Working Papers 0005e, University of Ottawa, Department of Economics.

- Perron, P. & Rodriguez, G., 2000.
"
- Serena Ng & Pierre Perron, 2002.
"
**PPP May not Hold Afterall: A Further Investigation**," Annals of Economics and Finance, Society for AEF, vol. 3(1), pages 43-64, May.- Serena Ng & Pierre Perron, 2001.
"
**PPP May not Hold After all: A Further Investigation**," Economics Working Paper Archive 466, The Johns Hopkins University,Department of Economics. - Serena Ng & Pierre Perron, 2002.
"
**PPP May not Hold Afterall: A Further Investigation**," CEMA Working Papers 83, China Economics and Management Academy, Central University of Finance and Economics.

- Serena Ng & Pierre Perron, 2001.
"
- Serena Ng & Pierre Perron, 2001.
"
**LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power**," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.- Serena Ng & Pierre Perron, 1997.
"
**Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power**," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.

- Serena Ng & Pierre Perron, 1997.
"
- Pierre Perron & Cosme Vodounou, 2001.
"
**Asymptotic approximations in the near-integrated model with a non-zero initial condition**," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 42.- PERRON, Pierre & VODOUNOU, Cosme, 1998.
"
**Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition**," Cahiers de recherche 9815, Universite de Montreal, Departement de sciences economiques.

- PERRON, Pierre & VODOUNOU, Cosme, 1998.
"
- Perron, Pierre & Mallet, Sylvie, 2000.
"
**A look at the quality of the approximation of the functional central limit theorem**," Economics Letters, Elsevier, vol. 68(3), pages 225-234, September. - Cati, Regina Celia & Garcia, Marcio G P & Perron, Pierre, 1999.
"
**Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 27-56, Jan.-Feb.. - Vogelsang, Timothy J & Perron, Pierre, 1998.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.- Vogelsang, T.J. & Perron, P., 1994.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," Cahiers de recherche 9422, Universite de Montreal, Departement de sciences economiques. - Vogelsang, T.J. & Perron, P., 1994.
"
**Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time**," Cahiers de recherche 9422, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Vogelsang, T.J. & Perron, P., 1994.
"
- Jushan Bai & Pierre Perron, 1998.
"
**Estimating and Testing Linear Models with Multiple Structural Changes**," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.- Perron, P. & Bai, J., 1995.
"
**Estimating and Testing Linear Models with Multiple Structural Changes**," Cahiers de recherche 9552, Universite de Montreal, Departement de sciences economiques. - Perron, P. & Bai, J., 1995.
"
**Estimating and Testing Linear Models with Multiple Structural Changes**," Cahiers de recherche 9552, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Perron, P. & Bai, J., 1995.
"
- Perron, Pierre & Ng, Serena, 1998.
"
**An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests**," Econometric Theory, Cambridge University Press, vol. 14(05), pages 560-603, October.- Perron, P. & Ng, S., 1996.
"
**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**," Cahiers de recherche 9611, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Perron, P. & Ng, S., 1996.
"
**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**," Cahiers de recherche 9611, Universite de Montreal, Departement de sciences economiques.

- Perron, P. & Ng, S., 1996.
"
- Perron, Pierre, 1997.
"
**L’estimation de modèles avec changements structurels multiples**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 457-505, mars-juin. - Ng, Serena & Perron, Pierre, 1997.
"
**Estimation and inference in nearly unbalanced nearly cointegrated systems**," Journal of Econometrics, Elsevier, vol. 79(1), pages 53-81, July.- Ng, S. & Perron, P., 1995.
"
**Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems**," Cahiers de recherche 9534, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Ng, S. & Perron, P., 1995.
"
**Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems**," Cahiers de recherche 9534, Universite de Montreal, Departement de sciences economiques.

- Ng, S. & Perron, P., 1995.
"
- Perron, Pierre, 1997.
"
**Further evidence on breaking trend functions in macroeconomic variables**," Journal of Econometrics, Elsevier, vol. 80(2), pages 355-385, October.- Perron, P., 1994.
"
**Further Evidence on Breaking Trend Functions in Macroeconomic Variables**," Cahiers de recherche 9421, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Perron, P., 1994.
"
**Further Evidence on Breaking Trend Functions in Macroeconomic Variables**," Cahiers de recherche 9421, Universite de Montreal, Departement de sciences economiques. - Perron, P., 1990.
"
**Further Evidence On Breaking Trend Functions In Macroeconomics Variables**," Papers 350, Princeton, Department of Economics - Econometric Research Program.

- Perron, P., 1994.
"
- Garcia, Rene & Perron, Pierre, 1996.
"
**An Analysis of the Real Interest Rate under Regime Shifts**," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-25, February.- Garcia, R. & Perron, P., 1994.
"
**An Analysis of the Real Interest rate Under Regime Shifts**," Cahiers de recherche 9428, Universite de Montreal, Departement de sciences economiques. - Garcia, R. & Perron, P., 1990.
"
**An Anlysis Of The Real Interest Rate Under Regime Shifts**," Papers 353, Princeton, Department of Economics - Econometric Research Program. - Garcia, R. & Perron, P., 1994.
"
**An Analysis of the Real Interest rate Under Regime Shifts**," Cahiers de recherche 9428, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - René Garcia & Pierre Perron, 1995.
"
**An Analysis of the Real Interest Rate Under Regime Shifts**," CIRANO Working Papers 95s-05, CIRANO.

- Garcia, R. & Perron, P., 1994.
"
- Perron, Pierre, 1996.
"
**The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors**," Journal of Econometrics, Elsevier, vol. 70(2), pages 317-350, February.- Perron, P., 1994.
"
**The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors**," Cahiers de recherche 9424, Universite de Montreal, Departement de sciences economiques. - Perron, P., 1994.
"
**The Adequacy of Asymptotic Approximations in the Near- Integrated Autoregressive Model with Dependent Errors**," Cahiers de recherche 9424, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Perron, P., 1994.
"
- Pierre Perron & Serena Ng, 1996.
"
**Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties**," Review of Economic Studies, Oxford University Press, vol. 63(3), pages 435-463.- Perron, P. & Ng, S., 1994.
"
**Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties**," Cahiers de recherche 9427, Universite de Montreal, Departement de sciences economiques. - Perron, P. & Ng, S., 1994.
"

- Perron, P. & Ng, S., 1994.
"
- Ghysels, Eric & Perron, Pierre, 1996.
"
**The effect of linear filters on dynamic time series with structural change**," Journal of Econometrics, Elsevier, vol. 70(1), pages 69-97, January.- Perron, P. & Ghysels, E., 1994.
"
**The Effect of Linear Filters on Dynamic Time series with Structural Change**," Cahiers de recherche 9425, Universite de Montreal, Departement de sciences economiques. - Perron, P. & Ghysels, E., 1994.
"
**The Effect of Linear Filters on Dynamic Time series with Structural Change**," Cahiers de recherche 9425, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Perron, P. & Ghysels, E., 1994.
"
- Nabeya, Seiji & Perron, Pierre, 1994.
"
**Local asymptotic distribution related to the AR(1) model with dependent errors**," Journal of Econometrics, Elsevier, vol. 62(2), pages 229-264, June.- Nabeya, S. & Perron, P., 1991.
"
**Local Asymtotic Distributions Related to the AR(1) MOdel with Dependent Errors**," Papers 362, Princeton, Department of Economics - Econometric Research Program.

- Nabeya, S. & Perron, P., 1991.
"
- Ghysels, Eric & Perron, Pierre, 1993.
"
**The effect of seasonal adjustment filters on tests for a unit root**," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98.- Ghysels, E. & Perron, P., 1990.
"
**The Effect Of Seasonal Adjustment Filters On Tests For A Unit Root**," Papers 355, Princeton, Department of Economics - Econometric Research Program.

- Ghysels, E. & Perron, P., 1990.
"
- Perron, Pierre & Campbell, John Y, 1993.
"
**A Note on Johansen's Cointegration Procedure When Trends Are Present**," Empirical Economics, Springer, vol. 18(4), pages 777-89. - Perron, Pierre, 1993.
"
**The HUMP-Shaped Behavior of Macroeconomic Fluctuations**," Empirical Economics, Springer, vol. 18(4), pages 707-27. - Perron, P, 1993.
"
**Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]**," Econometrica, Econometric Society, vol. 61(1), pages 248-49, January. - Perron, Pierre & Vogelsang, Timothy J, 1992.
"
**Nonstationarity and Level Shifts with an Application to Purchasing Power Parity**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-20, July.- Vogelsang, T.I. & Perron, P., 1991.
"
**Nonstationary and Level Shifts With An Application To Purchasing Power Parity**," Papers 359, Princeton, Department of Economics - Econometric Research Program.

- Vogelsang, T.I. & Perron, P., 1991.
"
- Pierre Perron & John Y. Campbell, 1992.
"
**Racines unitaires en macroéconomie : le cas multidimensionnel**," Annals of Economics and Statistics, GENES, issue 27, pages 1-50. - Perron, Pierre & Vogelsang, Timothy J, 1992.
"
**Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 467-70, October. - Perron, Pierre, 1992.
"
**Racines unitaires en macroéconomie : le cas d’une variable**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 68(1), pages 325-356, mars et j. - Perron, Pierre, 1991.
"
**Test Consistency with Varying Sampling Frequency**," Econometric Theory, Cambridge University Press, vol. 7(03), pages 341-368, September.- Perron, P., 1989.
"
**Test Consistency With Varying Sampling Frequency**," Papers 345, Princeton, Department of Economics - Econometric Research Program. - Perron, P., 1987.
"
**Test Consistency with Varying Sampling Frequency**," Cahiers de recherche 8752, Universite de Montreal, Departement de sciences economiques.

- Perron, P., 1989.
"
- Perron, Pierre, 1991.
"
**A Continuous Time Approximation to the Stationary First-Order Autoregressive Model**," Econometric Theory, Cambridge University Press, vol. 7(02), pages 236-252, June. - Perron, Pierre, 1991.
"
**A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case without an Intercept**," Econometrica, Econometric Society, vol. 59(1), pages 211-36, January.- Perron,P., 1988.
"
**A Continuous Time Approximation To The Unstable First- Order Autoregressive Process: The Case Without An Intercept**," Papers 337, Princeton, Department of Economics - Econometric Research Program.

- Perron,P., 1988.
"
- Perron, Pierre, 1990.
"
**Testing for a Unit Root in a Time Series with a Changing Mean**," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 153-62, April.- Perron, P., 1989.
"
**Testing For A Unit Root In A Time Series With A Changing Mean**," Papers 347, Princeton, Department of Economics - Econometric Research Program.

- Perron, P., 1989.
"
- Perron, Pierre, 1989.
"
**The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.- Perron, P, 1988.
"
**The Great Crash, The Oil Price Shock And The Unit Root Hypothesis**," Papers 338, Princeton, Department of Economics - Econometric Research Program.

- Perron, P, 1988.
"
- Perron, Pierre, 1989.
"
**The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model**," Econometric Theory, Cambridge University Press, vol. 5(02), pages 241-255, August.- Perron, P., 1987.
"
**The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model**," Cahiers de recherche 8748, Universite de Montreal, Departement de sciences economiques.

- Perron, P., 1987.
"
- Perron, Pierre, 1988.
"
**Trends and random walks in macroeconomic time series : Further evidence from a new approach**," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 297-332.- Perron, P., 1986.
"
**Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach**," Cahiers de recherche 8650, Universite de Montreal, Departement de sciences economiques.

- Perron, P., 1986.
"
- Perron, Pierre & Phillips, Peter C. B., 1987.
"
**Does GNP have a unit root? : A re-evaluation**," Economics Letters, Elsevier, vol. 23(2), pages 139-145.- Perron, P. & Phillips, P.C.B., 1986.
"
**Does Gnp Have a Unit Root? a Reevaluation**," Cahiers de recherche 8640, Universite de Montreal, Departement de sciences economiques.

- Perron, P. & Phillips, P.C.B., 1986.
"
- Shiller, Robert J. & Perron, Pierre, 1985.
"
**Testing the random walk hypothesis : Power versus frequency of observation**," Economics Letters, Elsevier, vol. 18(4), pages 381-386.- Pierre Perron & Robert J. Shiller, 1984.
"
**Testing the Random Walk Hypothesis: Power Versus Frequency of Observation**," Cowles Foundation Discussion Papers 732, Cowles Foundation for Research in Economics, Yale University. - Robert J. Shiller & Pierre Perron, 1985.
"
**Testing the Random Walk Hypothesis: Power versus Frequency of Observation**," NBER Technical Working Papers 0045, National Bureau of Economic Research, Inc.

- Pierre Perron & Robert J. Shiller, 1984.
"

- John Y. Campbell & Pierre Perron, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Chapters, in: NBER Macroeconomics Annual 1991, Volume 6, pages 141-220 National Bureau of Economic Research, Inc.- John Y. Campbell & Pierre Perron, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots**," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. - Campbell, J.Y. & Perron, P., 1991.
"
**Pitfalls and Opportunities: What Macroeconomics should know about unit roots**," Papers 360, Princeton, Department of Economics - Econometric Research Program. - Campbell, John & Perron, Pierre, 1991.
"
**Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots**," Scholarly Articles 3374863, Harvard University Department of Economics.

- John Y. Campbell & Pierre Perron, 1991.
"

- Econometrics Journal, Royal Economic Society.
- Econometrics Journal, Royal Economic Society.

32 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-AGR: Agricultural Economics (1) 2012-06-05
- NEP-BEC: Business Economics (1) 2007-08-14
- NEP-CBA: Central Banking (2) 2002-03-14 2006-05-06
- NEP-CFN: Corporate Finance (1) 2007-08-14
- NEP-COM: Industrial Competition (1) 2007-08-14
- NEP-CSE: Economics of Strategic Management (1) 2007-08-14
- NEP-ECM: Econometrics (26) 2002-03-27 2006-03-18 2006-03-18 2006-04-22 2006-05-06 2006-10-28 2006-10-28 2006-10-28 2007-08-14 2007-08-14 2007-08-14 2009-04-13 2009-04-18 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-07-17 2009-08-22 2012-01-03 2012-07-23 2012-11-17 2015-04-02. Author is listed
- NEP-ENE: Energy Economics (2) 2012-06-05 2012-06-05
- NEP-ENV: Environmental Economics (2) 2012-06-05 2012-06-05
- NEP-ETS: Econometric Time Series (25) 2002-03-14 2005-11-19 2006-03-18 2006-03-18 2006-03-18 2006-05-06 2006-10-28 2007-08-14 2007-08-14 2007-08-14 2009-04-13 2009-04-18 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-06-10 2009-07-17 2009-08-22 2012-01-03 2012-07-23 2012-11-17 2015-04-02. Author is listed
- NEP-FIN: Finance (2) 2006-03-18 2006-10-28
- NEP-FMK: Financial Markets (2) 2006-03-18 2009-06-10
- NEP-FOR: Forecasting (2) 2009-06-10 2009-06-10
- NEP-HPE: History & Philosophy of Economics (1) 2006-03-18
- NEP-IFN: International Finance (2) 2002-03-14 2006-03-18
- NEP-IND: Industrial Organization (1) 2007-08-14
- NEP-INT: International Trade (1) 2006-03-18
- NEP-MAC: Macroeconomics (4) 2005-11-19 2006-03-18 2006-10-28 2006-10-28
- NEP-ORE: Operations Research (3) 2009-06-10 2009-06-10 2015-04-02
- NEP-SEA: South East Asia (1) 2012-06-05
- NEP-UPT: Utility Models & Prospect Theory (1) 2006-03-18

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- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

#### Most cited item

- Perron, P, 1988.
"
**The Great Crash, The Oil Price Shock And The Unit Root Hypothesis**," Papers 338, Princeton, Department of Economics - Econometric Research Program.

#### Most downloaded item (past 12 months)

- Perron, Pierre, 1989.
"
**The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis**," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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