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Unit Root Tests, Persistence, and the Unemployment Rate of the U.S. States
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Unit Root Tests, Persistence, and the Unemployment Rate of the U.S. States (2007)Unit Root Tests, Persistence, and the Une…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…The Role of Monetary Policy (1995)The Role of Monetary PolicyNonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Hysteresis and the European Unemployment Problem (1986)Hysteresis and the European U…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Money-Wage Dynamics and Labor-Market Equilibrium (1968)Money-Wage Dynamics and Labor…Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time (1967)Phillips Curves, Expectations…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Residual-based tests for cointegration in models with regime shifts (1996)The Quarterly Journal of Economics (2024)A Survey of Contemporary Economics (1949)A Program for Monetary Stability (1961)Econometric policy evaluation: A critique (1976)From Principles of Political Economy (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Economic Policy Uncertainty* (2016)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The impact of financial development, income, energy and trade on carbon emissions: Evidence from the Indian economy (2014)Looking into the Black Box: A Survey of the Matching FunctionLong-Term Contracts, Rational Expectations, and the Optimal Money Supply Rule (1977)Looking into the Black Box: A Survey of the Matching Function (2001)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,248 cited
  • 1995The Role of Monetary Policy3,848 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1967Phillips Curves, Expectations of Inflation and Optimal Unemployment over Time1,660 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,543 cited
  • 1986Hysteresis and the European Unemployment Problem1,423 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,414 cited
  • 1968Money-Wage Dynamics and Labor-Market Equilibrium1,407 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

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1,230 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
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