Department of Economics, Boston University, 270 Bay State Rd., Boston, MA, 02215. e-mail:;


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  • 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,—annual-list-of-researchers-of-nobel-class-301136248.html

For the main web page see:

Citation Laureates 2020 – Economics

For interviews and some thoughts:


  • Recently published: “Testing for Changes in Forecasting Performance,” (with Yohei Yamamoto), Journal of Business and Economic Statistics 39 (2021), 148-165 (with online supplement).
  • Former PhD student and co-author Alessandro Casini won an “honorable mention” for the 2020 Arnold Zellner thesis award. Congratulations!  (
  • 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.

They are also available as a set and on Amazon.

  • Elected Fellow of the International Association for Applied Econometrics (2019).