Pierre Perron (born March 14, 1959) is a Canadian

econometrician Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8 ...

Boston University Boston University (BU) is a Private university, private research university in Boston, Massachusetts. The university is nonsectarian, but has a historical affiliation with the United Methodist Church. It was founded in 1839 by Methodists with ...

. Perron is known for the

Phillips–Perron test In statistics, the Phillips–Perron test (named after Peter C. B. Phillips and Pierre Perron) is a unit root test. That is, it is used in time series analysis to test the null hypothesis that a time series is integrated of order 1. It builds ...

of a

unit root In probability theory and statistics, a unit root is a feature of some stochastic processes (such as random walks) that can cause problems in statistical inference involving time series models. A linear stochastic process has a unit root if 1 is ...

in time series regression, which was the result of his Ph.D. studies under Peter C. B. Phillips.

References

External links

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Website at Boston University
{{DEFAULTSORT:Perron, Pierre 1959 births Living people Canadian statisticians Yale University alumni Boston University faculty Fellows of the Econometric Society