SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again
16 references·0 citing·34 second hop
Deterministic vs. Stochastic Trend in U.S. GNP, Yet Again (1996)Deterministic vs. Stochastic Trend in U.S…The Uncertain Unit Root in Real GNP (2020)The Uncertain Unit Root in Re…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …Unit roots in real GNP: Do we know, and do we care? (1990)Unit roots in real GNP: Do we…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Estimation of Prewar Gross National Product: Methodology and New Evidence (1989)The Estimation of Prewar Gros…Long memory and persistence in aggregate output (1989)Long memory and persistence i…Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…How Big Is the Random Walk in GNP? (1988)How Big Is the Random Walk in…The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918 (1986)The Prewar Business Cycle Rec…A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series (1984)A Comparison of Autoregressiv…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time to Build and Aggregate Fluctuations (1982)A Model of Growth Through Creative Destruction (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Time Series Regression with a Unit Root (1987)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Testing for a Unit Root in Time Series Regression (1988)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)COINTEGRATION AND UNIT ROOTS (1990)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)The impact of natural resources, energy consumption, and population growth on environmental quality: Fresh evidence from the United States of America (2020)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)
this work references cited by second hop

References

  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1988How Big Is the Random Walk in GNP?1,270 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1988Variable Trends in Economic Time Series673 cited
  • 1989Long memory and persistence in aggregate output546 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
  • 1989The Estimation of Prewar Gross National Product: Methodology and New Evidence399 cited
  • 1986The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918309 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited
  • 2020The Uncertain Unit Root in Real GNP

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

168 cited
  • 1984A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series75 cited
  • Cited by

    No citing works inside the corpus for this window.