Pierre Perrón

60.3k citations
143 papers · 40.5k indexed · 12 hit papers · h-index 45

Pierre Perrón

140 papers receiving 35.8k citations

Hit Papers

Critical values for multiple structural change tests58219882026200020134.0k8.0k12.0k

Peers

Pierre Perrón
Comparison fields: 5 of 176
  • General Economics, Econometrics and Finance 23.6k
  • Finance 13.0k
  • Economics and Econometrics 32.1k
  • Renewable Energy, Sustainability and the Environment 5.1k
  • General Energy 201
Replace Søren Johansen with:
Søren Johansen Denmark
Peter C.B. Phillips United States
James H. Stock United States
James D. Hamilton United States
Bruce E. Hansen United States
Mark W. Watson United States
Yongcheol Shin United Kingdom
Donald W. K. Andrews United States
Christopher A. Sims United States
Robert F. Engle United States
Pierre Perrón relative to Søren Johansen Denmark Søren Johansen's profile →
Citations per field
00.5×1.5×2.0×
Søren Johansen · 1×
Citations per year

Countries citing papers authored by Pierre Perrón

Since Specialization
Citations

This map shows the geographic impact of Pierre Perrón's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Pierre Perrón with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Pierre Perrón more than expected).

Fields of papers citing papers by Pierre Perrón

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Pierre Perrón. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Pierre Perrón. The network helps show where Pierre Perrón may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Pierre Perrón, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Pierre Perrón Line = papers co-authored together Pierre Perrón links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20250
2 20243
3 20246
4 20231
5 202124
6 20186
7 201713
8 20169
9 20111
10
The Limit Distribution of the CUSUM of Squares Test Under General Mixing Conditions
20074
11
PRACTITIONERS' CORNER A Note on the Selection of Time Series Models
20056
12
Critical Values for Multiple Structural Change Tests
200322
13
A Note on the Selection of Time Series Models
20015
14
Protection intégrée des cultures : évolution du concept et de son application
19997
15
The Exact Error in Estimating the Special Density at the Origin
19950
16
Racines unitaires en macroéconomie: le cas multidimensionnel
19924
17
Testing for a Unit Root in a Time Series With a Changing Meanbreakdown →
1990788
18
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesisbreakdown →
19895444
19
Tests of Joint Hypotheses for Time Series Regression with a Unit Root
198612
20
Hypothesis testing in time series regression with a unit root
198611

About Pierre Perrón

Pierre Perrón is a scholar working on General Economics, Econometrics and Finance, Statistics and Probability, Finance, Economics and Econometrics and Statistics, Probability and Uncertainty, having authored 143 papers that have together received 40.5k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (75 papers), Financial Risk and Volatility Modeling (48 papers), Market Dynamics and Volatility (47 papers), Statistical Methods and Inference (35 papers), Complex Systems and Time Series Analysis (30 papers), Advanced Statistical Methods and Models (29 papers), Climate variability and models (14 papers) and Atmospheric and Environmental Gas Dynamics (8 papers). The work is most often cited by research in General Economics, Econometrics and Finance (23.6k citations), Finance (13.0k citations), Economics and Econometrics (32.1k citations), Renewable Energy, Sustainability and the Environment (5.1k citations) and General Energy (201 citations). Pierre Perrón has collaborated with scholars based in United States, Canada and Japan. Frequent co-authors include Peter C.B. Phillips, Serena Ng, Jushan Bai, Timothy J. Vogelsang, John Y. Campbell, Zhongjun Qu, Dukpa Kim, Robert J. Shiller, Tomoyoshi Yabu and Josep Lluís Carrion‐i‐Silvestre. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Journal of Time Series Analysis and Econometric Reviews.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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