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Testing for unit roots using the augmented Dickey-Fuller test
9 references·15 citing·23 second hop
Testing for unit roots using the augmented Dickey-Fuller test (1992)Testing for unit roots using the augmente…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSTests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Demographic change effect on ecological footprint: A tripartite study of urbanization, aging population, and environmental mitigation technology (2024)Demographic change effect on …Environmental concerns in the United States: Can renewable energy, fossil fuel energy, and natural resources depletion help? (2023)Environmental concerns in the…The nexus between infrastructure development, economic growth, foreign direct investment, and trade: an empirical investigation from China’s regional trade data (2022)The nexus between infrastruct…Investor sentiment in the tourism stock market (2022)Investor sentiment in the tou…The asymmetric nexus of renewable energy consumption and economic growth: New evidence from Rwanda (2021)The asymmetric nexus of renew…Bioenergy consumption, carbon emissions, and agricultural bioeconomic growth: A systematic approach to carbon neutrality in China (2021)Bioenergy consumption, carbon…Nexus between foreign direct investment and economic growth in Bangladesh: an augmented autoregressive distributed lag bounds testing approach (2020)Nexus between foreign direct …Economic development and pollution emissions in Singapore: Evidence in support of the Environmental Kuznets Curve hypothesis and its implications for regional sustainability (2019)Economic development and poll…An analysis of the asymmetric impact of exchange rate changes on G.D.P. in Pakistan: application of non-linear A.R.D.L. 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(2024)Testing for unit roots in heterogeneous panels (2003)EXCHANGE RATE PASS‐THROUGH (1995)A multivariate cointegration analysis of the role of energy in the US macroeconomy (2000)The causality relationship between energy consumption and GDP in G-11 countries revisited (2005)Why Does Stock Market Volatility Change Over Time? (1989)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited

Cited by

  • 2023Environmental concerns in the United States: Can renewable energy, fossil fuel energy, and natural resources depletion help?246 cited
  • 2021Bioenergy consumption, carbon emissions, and agricultural bioeconomic growth: A systematic approach to carbon neutrality in China151 cited
  • 2020Nexus between foreign direct investment and economic growth in Bangladesh: an augmented autoregressive distributed lag bounds testing approach142 cited
  • 2019Economic development and pollution emissions in Singapore: Evidence in support of the Environmental Kuznets Curve hypothesis and its implications for regional sustainability112 cited
  • 2018Investor sentiment and aggregate stock returns: the role of investor attention

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91 cited
  • 2024Demographic change effect on ecological footprint: A tripartite study of urbanization, aging population, and environmental mitigation technology77 cited
  • 2021The asymmetric nexus of renewable energy consumption and economic growth: New evidence from Rwanda62 cited
  • 1995Testing the stationarity of economic time series: further Monte Carlo evidence42 cited
  • 2022Investor sentiment in the tourism stock market23 cited
  • 2010A century of purchasing power parity confirmed: The role of nonlinearity21 cited
  • 2019An analysis of the asymmetric impact of exchange rate changes on G.D.P. in Pakistan: application of non-linear A.R.D.L.17 cited
  • 2000Structural breaks, unit roots and methods for removing the autocorrelation pattern16 cited
  • 1996Testing the null of stationarity against the alternative of a unit root: an application to the Italian post-war economy14 cited
  • 2012Modeling coexisting business scenarios with time-series panel data: A dynamics-based segmentation approach12 cited
  • 2022The nexus between infrastructure development, economic growth, foreign direct investment, and trade: an empirical investigation from China’s regional trade data12 cited