Pierre Perron


Fields: Econometrics, Theoretical and Applied Time Series Analysis

Pierre Perron is a theoretical econometrician specializing in time series methods. He also works on applications of the methods developed in fields such as climate change, financial markets and macroeconomics. He is most well-known for impactful research on structural change issues, unit root and, especially, the interplay between the two. He also supervised many students who are actively working on theoretical and applied econometrics all over the world. He is a Fellow of the Econometric Society, the Journal of Econometrics and the International Association for Applied Econometrics.