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A Small Sample Correction of the Dickey–Fuller Test
5 references·0 citing·20 second hop
A Small Sample Correction of the Dickey–Fuller Test (2004)A Small Sample Correction of the Dickey–F…On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (2004)On the Distribution of Likeli…A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model (2002)A Small Sample Correction for…On the non-existence of a Bartlett correction for unit root tests (1997)On the non-existence of a Bar…Miscellanea. Bartlett correction of the unit root test in autoregressive models (1997)Miscellanea. Bartlett correct…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bartlett corrections in cointegration testing (1999)Approximate Conditional Unit Root Inference (2002)Bootstrapping and Bartlett corrections in the cointegrated VAR model (2003)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Efficient Tests for an Autoregressive Unit Root (1996)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Limiting Distribution of the t Ratio Under a Unit Root (1995)Distribution approximations for cointegration tests with stationary exogenous regressors (2005)The empirical process of autoregressive residuals (2009)Alternative Asymptotics for Cointegration Tests in Large VARs (2018)Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2012)Does the use of renewable energy sources mitigate CO 2 emissions? A reassessment of the US evidence (2015)Energy consumption and economic growth in Vietnam (2015)
this work references cited by second hop

References

  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model367 cited
  • 1997Miscellanea. Bartlett correction of the unit root test in autoregressive models52 cited
  • 2004On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank16 cited
  • 1997On the non-existence of a Bartlett correction for unit root tests15 cited

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