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Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests
12 references·0 citing·33 second hopsampled
Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests (2005)Is Per Capita Real GDP Stationary? Eviden…Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests (2002)Are Real GDP Levels Nonstatio…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests (1999)Is OECD real per capita GDP t…Unit roots and smooth transitions (1998)Unit roots and smooth transit…DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS (1996)DETERMINISTIC, STOCHASTIC, AN…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity (1999)Forecasting oil price movements: Exploiting the information in the futures market (2007)Testing Linearity Against Smooth Transition Autoregressive Models (1988)Modelling Nonlinear Economic Time Series (2010)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020)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)Efficient Tests for an Autoregressive Unit Root (1996)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Time Series Regression with a Unit Root (1987)Long memory processes and fractional integration in econometrics (1996)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Individualism and Momentum around the World (2010)Sentiment During Recessions (2012)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1998Unit roots and smooth transitions465 cited
  • 1996DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS85 cited
  • 2002Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests68 cited
  • 1999Is OECD real per capita GDP trend or difference stationary? Evidence from panel unit root tests45 cited

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