| Testing for a Unit Root in Time Series Regression PCB Phillips, P Perron Biometrika, 1988 | 29918 | 1988 |
| The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis P Perron Econometrica: Journal of the Econometric Society, 1989 57, 1361-1401, 1989 | 11927 | 1989 |
| Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998 | 8437 | 1998 |
| Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003 | 7793 | 2003 |
| Lag length selection and the construction of unit root tests with good size and power S Ng, P Perron Econometrica 69 (6), 1519-1554, 2001 | 5561 | 2001 |
| Further evidence on breaking trend functions in macroeconomic variables P Perron Journal of econometrics 80 (2), 355-385, 1997 | 3133 | 1997 |
| Pitfalls and opportunities: what macroeconomists should know about unit roots JY Campbell, P Perron NBER macroeconomics annual 6, 141-201, 1991 | 3007 | 1991 |
| Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag S Ng, P Perron Journal of the american statistical association 90 (429), 268-281, 1995 | 2276 | 1995 |
| Testing for a unit root in a time series with a changing mean P Perron Journal of Business & Economic Statistics 8 (2), 153-162, 1990 | 1879 | 1990 |
| Nonstationarity and level shifts with an application to purchasing power parity P Perron, TJ Vogelsang Journal of business & economic statistics 10 (3), 301-320, 1992 | 1772 | 1992 |
| Trends and random walks in macroeconomic time series: Further evidence from a new approach P Perron Journal of economic dynamics and control 12 (2-3), 297-332, 1988 | 1765 | 1988 |
| Dealing with structural breaks P Perron Palgrave handbook of econometrics 1 (2), 278-352, 2006 | 1379 | 2006 |
| Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003 | 1305 | 2003 |
| An analysis of the real interest rate under regime shifts R Garcia, P Perron Review of Economics and Statistics 78, 111-125, 1996 | 1179 | 1996 |
| Additional tests for a unit root allowing for a break in the trend function at an unknown time TJ Vogelsang, P Perron International economic review, 1073-1100, 1998 | 997 | 1998 |
| Testing the random walk hypothesis: Power versus frequency of observation RJ Shiller, P Perron Economics Letters 18, 381-386, 1985 | 891 | 1985 |
| Useful modifications to some unit root tests with dependent errors and their local asymptotic properties P Perron, S Ng The Review of Economic Studies 63 (3), 435-463, 1996 | 885 | 1996 |
| Trend, unit root and structural change in macroeconomic time series P Perron Cointegration for the Applied Economist, 113-146, 1994 | 776* | 1994 |
| Testing for a unit root in a time series with a changing mean: corrections and extensions P Perron, TJ Vogelsang Journal of business & economic statistics 10 (4), 467-470, 1992 | 697 | 1992 |
| GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses JL Carrion-i-Silvestre, D Kim, P Perron Econometric theory 25 (6), 1754-1792, 2009 | 654* | 2009 |
Serena NgColumbia UniversityVerified email at columbia.edu
