Rankings / Candidate
Pierre Perron
Boston University · Econometrics
Currently #11, tier Field, score 14.3, named by 1 source.Score history: 100.0, 25.0, 14.3
The work. Perron showed that a single structural break, like the 1929 crash or the 1973 oil shock, can make a well behaved series look like a random walk. Testing for breaks is now standard.
The case for. He is the youngest of the 2020 unit root trio and still publishing, so he could carry the field's medal alone.
The case against. A refinement to somebody else's test is a hard sell for a prize that wants a whole idea, and the field has been rewarded already.
The KmikeyM angle. A person's price series is all structural breaks: a layoff, a move, a new relationship. Perron would say test for the break before you call it noise.
What the sources say
- Clarivate alumni (prior years) named Pierre Perron: named in 2020: for the statistical tests of a unit root in time-series analysis (Dickey-Fuller) (heat 100) Preseason: the Clarivate alumni pool