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Chapter 46 Unit roots, structural breaks and trends · Study

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ChapterChapter 46 Unit roots, structural breaks and trends

James H. Stock1994

Chapter1994

Chapter 46 Unit roots, structural breaks and trends

243 citations·0/0 files stored·Handbook of econometrics

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Monetary Policy and Economic Impact Time Series Analysis and Forecasting Diverse Scientific and Economic Studies

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Citations in this library

Stored only when both papers are in the corpus — 243 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1988Testing for a Unit Root in Time Series Regression 1977Time Series Analysis: Forecasting and Control 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1970Efficient Capital Markets: A Review of Theory and Empirical Work

Cited by

2017The distribution of wealth and the marginal propensity to consume 2009Energy consumption and economic growth: A causality analysis for Greece 2006Optimal Inference in Regression Models with Nearly Integrated Regressors 2004Generalizations of the KPSS‐test for stationarity 2003GLS detrending, efficient unit root tests and structural change 2017Robust Bond Risk Premia 2000On cross-country differences in the persistence of real exchange rates 2000Unit-Root Tests Are Useful for Selecting Forecasting Models

Details

Year1994

Typechapter

Published1994-01-01

VenueHandbook of econometrics

ISSN-L1573-4412

Languageen

Citations243

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s1573-4412(05)80015-7

openalex_workW1582394249

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