SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields
16 references·2 citing·18 second hop
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields (1997)Do Interest Rates Follow Unit-Root Proces…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Analysis of Panel Data (2003)Analysis of Panel DataUnit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…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…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for Common Trends (1988)Testing for Common TrendsTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Arbitrage Capital and Currency Carry Trade Returns (2008)Arbitrage Capital and Currenc…Monetary Policy Autonomy in European Non-Euro Countries, 1980–2005 (2006)Monetary Policy Autonomy in E…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing for unit roots in heterogeneous panels (2003)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)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2003Analysis of Panel Data7,858 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
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1988Testing for Common Trends1,894 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1991

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

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots
1,314 cited

Cited by

  • 2008Arbitrage Capital and Currency Carry Trade Returns25 cited
  • 2006Monetary Policy Autonomy in European Non-Euro Countries, 1980–200516 cited