SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
DICKEY-FULLER TESTS WITH DRIFT
2 references·9 citing·28 second hop
DICKEY-FULLER TESTS WITH DRIFT (1988)DICKEY-FULLER TESTS WITH DRIFTLM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Does Inflation Uncertainty Affect Output Growth? Further Evidence (1989)Does Inflation Uncertainty Af…Evidence on the Cost Hierarchy: The Association between Resource Consumption and Production Activities (2012)Evidence on the Cost Hierarch…Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries (2004)Stock Prices and Inflation: N…Bootstrapping unit root tests (1997)Bootstrapping unit root testsTesting for a time-varying risk premium in the returns to U.S. farmland (1995)Testing for a time-varying ri…A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (1995)A note on the distribution of…Nominal exchange rates and unit roots: a reconsideration (1992)Nominal exchange rates and un…Error Correction, Attitude Persistence, and Executive Rewards and Punishments: A Behavioral Theory of Presidential Approval (1992)Error Correction, Attitude Pe…Cointegration tests in present value relationships (1991)Cointegration tests in presen…Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates (1989)Comparing Futures and Survey …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)US exports and time-varying volatility of real exchange rate (2001)Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005)Macroeconomic uncertainty and performance in the European Union (2008)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)Tests For Unit Roots: A Monte Carlo Investigation (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Critical Values for Cointegration Tests (2010)Economies of scope (1981)Measure Costs Right: Make the Right Decisions (1988)Principles on the Benefits of Manufacturing Process Flexibility (1995)Common Stocks as a Hedge Against Inflation: Evidence from Century-Long US Data (2009)Can common stocks provide a hedge against inflation? Evidence from African countries (2010)Is gold a hedge against inflation? A wavelet time-scale perspective (2017)Near-Integrated Data and the Analysis of Political Relationships (1997)Investigating Political Dynamics Using Fractional Integration Methods (1998)Modeling Equilibrium Relationships: Error Correction Models with Strongly Autoregressive Data (2001)
this work references cited by second hop

References

  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1989Does Inflation Uncertainty Affect Output Growth? Further Evidence61 cited

Cited by

  • 1992Error Correction, Attitude Persistence, and Executive Rewards and Punishments: A Behavioral Theory of Presidential Approval96 cited
  • 2004Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries42 cited
  • 1989Comparing Futures and Survey Forecasts of Near-Term Treasury Bill Rates31 cited
  • 1995Testing for a time-varying risk premium in the returns to U.S. farmland26 cited
  • 1991Cointegration tests in present value relationships19 cited
  • 1995A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence17 cited
  • 2012Evidence on the Cost Hierarchy: The Association between Resource Consumption and Production Activities16 cited
  • 1997Bootstrapping unit root tests12 cited
  • 1992Nominal exchange rates and unit roots: a reconsideration12 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work