Pierre Perron

About

Pierre Perron is a Professor in the Department of Economics at Boston University. The page primarily lists his PhD students, their advisors, and committee members, but does not provide specific details about his research focus, background, or key contributions. Therefore, there is no additional biographical or research information available on this page.

Research topics

• Computer Science
• Oceanography
• Economics
• Environmental science
• Climatology
• Atmospheric sciences
• Geology
• Statistics
• Geography
• Econometrics

Selected publications

• Spatial variations in the warming trend and the transition to more severe weather in midlatitudes

  Scientific Reports · 2021 · 40 citations

  Senior authorCorresponding

  Due to various feedback processes called Arctic amplification, the high-latitudes' response to increases in radiative forcing is much larger than elsewhere in the world, with a warming more than twice the global average. Since the 1990's, this rapid warming of the Arctic was accompanied by no-warming or cooling over midlatitudes in the Northern Hemisphere in winter (the hiatus). The decrease in the thermal contrast between Arctic and midlatitudes has been connected to extreme weather events in m…

  DOI

• Anthropogenic influence on extremes and risk hotspots

  Scientific Reports · 2023-01-02 · 35 citations

  articleOpen access

  Study of the frequency and magnitude of climate extremes as the world warms is of utmost importance, especially separating the influence of natural and anthropogenic forcing factors. Record-breaking temperature and precipitation events have been studied using event-attribution techniques. Here, we provide spatial and temporal observation-based analyses of the role of natural and anthropogenic factors, using state-of-the-art time series methods. We show that the risk from extreme temperature and…

  PublisherOA PDFDOI

• Testing jointly for structural changes in the error variance and coefficients of a linear regression model

  Quantitative Economics · 2020 · 34 citations

  1st authorCorresponding

  We provide a comprehensive treatment for the problem of testing jointly for structural changes in both the regression coefficients and the variance of the errors in a single equation system involving stationary regressors. Our framework is quite general in that we allow for general mixing‐type regressors and the assumptions on the errors are quite mild. Their distribution can be nonnormal and conditional heteroskedasticity is permitted. Extensions to the case with serially correlated errors are…

  DOI

• Disentangling the trend in the warming of urban areas into global and local factors

  Annals of the New York Academy of Sciences · 2021-09-16 · 30 citations

  articleOpen accessSenior author

  Large cities account for a significant share of national population and wealth, and exert high pressure on local and regional resources, exacerbating socioenvironmental risks. The replacement of natural landscapes with higher heat capacity materials because of urbanization and anthropogenic waste heat are some of the factors contributing to local climate change caused by the urban heat island (UHI) effect. Because of synergistic effects, local climate change can exacerbate the impacts of global…

  PublisherOA PDFDOI

• THEORY OF LOW FREQUENCY CONTAMINATION FROM NONSTATIONARITY AND MISSPECIFICATION: CONSEQUENCES FOR HAR INFERENCE

  Econometric Theory · 2024-12-27 · 11 citations

  articleOpen accessSenior authorCorresponding

  We establish theoretical results about the low frequency contamination (i.e., long memory effects) induced by general nonstationarity for estimates such as the sample autocovariance and the periodogram, and deduce consequences for heteroskedasticity and autocorrelation robust (HAR) inference. We present explicit expressions for the asymptotic bias of these estimates. We show theoretically that nonparametric smoothing over time is robust to low frequency contamination. Nonstationarity can have co…

  PublisherOA PDFDOI

Recent grants

• Structural Changes, Level Shifts in Variance and the Frequency of Permanent Shocks

  NSF · $216k · 2007–2011

Frequent coauthors

• Francisco Estrada

  Vrije Universiteit Amsterdam

  41 shared

• Alessandro Casini

  University of Rome Tor Vergata

  32 shared

• Zhongjun Qu

  31 shared

• Yohei Yamamoto

  Hitotsubashi University

  29 shared

• Serena Ng

  Columbia University

  24 shared

• Mohitosh Kejriwal

  22 shared

• Dukpa Kim

  16 shared

• Tomoyoshi Yabu

  Keio University

  14 shared

Labs

• Pierre Perron LabPI

Education

• Ph.D.

  Yale University

Awards & honors

• Fellow of the Econometric Society
• Fellow of the Journal of Econometrics
• Fellow of the International Association for Applied Economet…

Similar researchers at Boston University

• Benjamin Marxh-90
• Robert G. Kingh-77
• Laurence J. Kotlikoffh-72