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Unit‐Root Tests · Study

WorkUnit‐Root Tests

Peter C.B. Phillips2014

Work2014

Unit‐Root Tests

Peter C.B. Phillips

126 citations·0/0 files stored·Wiley StatsRef: Statistics Reference Online

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1982Trends and random walks in macroeconmic time series

Cited by

2003Asymmetric exchange rate exposure: theory and evidence 2010Buttery Guns and Welfare Hawks: The Politics of Defense Spending in Advanced Industrial Democracies 2004Unit roots and infrequent large shocks: new international evidence on output 2013Testing for unit roots in bounded time series 1999Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 46 Unit roots, structural breaks and trendschapter · 21 shared references 1996Time-Series-Based Econometricsbook · 18 shared references 2007Unit Root Testingchapter · 16 shared references 2008Improving Size and Power in the Unit Root Testingpreprint · 13 shared references 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTSarticle · 13 shared references 1998A Primer on Unit Root Testingarticle · 12 shared references

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Year2014

Typeother

Published2014-09-29

VenueWiley StatsRef: Statistics Reference Online

Languageen

Citations126

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1002/9781118445112.stat03481

openalex_workW1518426463

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2005

A New Look at Panel Testing of Stationarity and the PPP Hypothesis

2005Implied volatility linkages among major European currencies

2005Stochastic convergence among European economies