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Spurious Regression Under Broken‐Trend Stationarity
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Spurious Regression Under Broken‐Trend Stationarity (2006)Spurious Regression Under Broken‐Trend St…Spurious Regression in Econometrics (2010)Spurious Regression in Econom…Structural breaks with deterministic and stochastic trends (2004)Structural breaks with determ…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…The spurious regression of fractionally integrated processes (2000)The spurious regression of fr…Testing for a unit root in variables with a double change in the mean (1998)Testing for a unit root in va…Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (1997)Random walks with drifts: Non…Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …Asymmetric business cycles: Theory and time-series evidence (1997)Asymmetric business cycles: T…The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact (1995)The great wars, the great cra…Nonergodic Economic Growth (1991)Nonergodic Economic GrowthThe Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Unit roots, structural breaks and trends (1986)Unit roots, structural breaks…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…New bootstrap inference for spurious regression problems (2015)New bootstrap inference for s…Inference About the Change-Point in a Sequence of Random Variables (1970)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (1994)Sample Splitting and Threshold Estimation (2000)Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack (2004)Dealing with Structural Breaks (2005)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Oil and the Macroeconomy Since the 1970s (2004)The Potato's Contribution to Population and Urbanization: Evidence From A Historical Experiment (2011)Further evidence on breaking trend functions in macroeconomic variables (1997)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)Renewable energy consumption, urbanization, financial development, income and CO2 emissions in Turkey: Testing EKC hypothesis with structural breaks (2018)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Time-varying risk aversion and unexpected inflation (2003)Fertility and women's employment reconsidered: A macro-level time-series analysis for developed countries, 1960–2000 (2004)Party Influence in Congress (2007)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)What have We Learnt from the Convergence Debate? (2003)Long-horizon regressions: theoretical results and applications (2003)Chapter 53 The evolution of city size distributions (2004)On the Evolution of Firm Size Distributions (2008)
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References

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  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
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  • 1998Testing for a unit root in variables with a double change in the mean918 cited
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  • 1997Random walks with drifts: Nonsense regression and spurious fixed-effect estimation168 cited
  • 1997Asymmetric business cycles: Theory and time-series evidence139 cited

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  • 2000The spurious regression of fractionally integrated processes134 cited
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    • 2015New bootstrap inference for spurious regression problems14 cited