Department of Economics, Boston University, 270 Bay State Rd., Boston, MA, 02215. e-mail: perron@bu.edu;
Recently published:
- “Change-Point Analysis of Time Series with Evolutionary Spectra,” (with Alessandro Casini), Journal of Econometrics 242 (2024), 105811.
- “Prewhitened Long-Run Variance Estimation Robust to Nonstationarity,” (with Alessandro Casini), Journal of Econometrics 242 (2024), 105794.
- “Estimation in the Presence of Heteroskedasticty of Unknown Form: A Lasso-based Approach,” (with Emilio González-Coya), Journal of Econometric Methods 13 (2024), 29-48 (Open Access).
- “Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits,” (with Zhongjun Qu and Jungmo Yoon), Review of Economics and Statistics 106 (2024), 521-541. R-package available here.
- “On the persistence of near-surface temperature dynamics in a warming world” (with Francisco Estrada and Yohei Yamamoto), Annals of the New York Academy of Sciences 1531 (2024), 69-83 (with Supplement).
NEWS:
- Listed in ScholarGPS as a Lifetime Highly Ranked Researcher (top 0.05%). Only BU economist. Also have two papers in the category “Top 100 all time Highly Cited Papers in Economics“. My overall percentiles are 0.01% (All Fields) and 0.02% (Economics). My impact percentiles are 0.002% (All Fields) and 0.004% (Economics, ranked 27th).
- I received the distinction of “Doctor Honoris Causa” from the Pontificia Universidad Católica del Perú (Lima, Perú) during a ceremony held September 8, 2023 at Boston University. You can learn more from the University Council Resolution and the very touching and beautiful speech by Professor Gabriel Rodríguez. I am very honored and wish to thank both the University Council and Professor Rodríguez. The official doctorate certificate is absolutely beautiful and a medal was also given. I am deeply grateful.
- The Biometrika (1988) paper crossed 25,000 cites in April 2023.
- Distinguished Author Award 2022; Journal of Time Series Analysis.
- Co-author (and academic grandson) Xuewen Yu wins the 2021 Denis Sargan Econometrics Prize.
- The 1989 Econometrica paper “The Great Crash, the Oil Price Shock and the Unit Root Hypothesis,” crossed the 10,000 number of Google cites end-December 2021.
- A special issue of the Journal of Econometrics (224, 1, 2021) was published as a follow-up to the pi-day conference held at Boston University on 3/14/2019 to celebrate my 60th birthday with former and current students, colleagues, co-authors and some friends. A nice introduction and eleven papers were included in the issue. My sincere thanks to the Board of the Journal of Econometrics, the contributors and the guests editors: Serena Ng, Zhongjun Qu and Tim Vogelsang.
Selected as a 2020 Clarivate Citation Laureate for the statistical analysis of non-stationary time series. Intended for researchers whose work is deemed to be ‘of Nobel class’, as demonstrated by analysis carried out by the Institute for Scientific Information™ (ISI). For the announcement,
For the main web page see:
For interviews and some thoughts:
- Former PhD student and co-author Alessandro Casini won an “honorable mention” for the 2020 Arnold Zellner thesis award. Congratulations! (https://community.amstat.org/businessandeconomicstatisticssection/new-item/new-item2).
- A special conference was held on March 14-15, 2019, at Boston University, the pi-day conference, to celebrate my 60th birthday with former and current students, colleagues, co-authors and some friends. A proceeding is planned as a special issue of the Journal of Econometrics. Special thanks to the Department of Economics and IED at Boston University for help in funding this event, and, of course, to the participants. The program is available here. Special thanks to Zhongjun Qu for organizing this memorable event.
- A collection of papers I wrote over my career (one never published) was published in two volumes (20 papers each) by World Scientific; each with an introduction putting the work in some historical context and linking the papers together:
Time Series Econometrics: Volume 1: Unit Roots and Trend Breaks, (Perron, P., ed.), World Scientific, 2019, 743 pages.
Time Series Econometrics: Volume 2: Structural Change, (Perron, P., ed.), World Scientific, 2019, 948 pages.
