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Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
5 references·5 citing·28 second hop
Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters (1990)Some evidence on the accuracy of Phillips…'Testing for a unit root In the presence of moving average errors' (1990)'Testing for a unit root In t…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Testing for a unit root in the presence of moving average errors (1989)Testing for a unit root in th…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test (2007)A class of stochastic unit-ro…International evidence on the sustainability of budget deficits (1997)International evidence on the…Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test (1997)Bandwidth Selection, Prewhite…On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates (1996)On improvements of Phillips-P…EQUILIBRIUM BUSINESS CYCLES: THEORY AND EVIDENCE (1992)EQUILIBRIUM BUSINESS CYCLES: …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Time Series Regression With a Unit Root and Infinite-Variance Errors (1990)An empirical study of seasonal unit roots in forecasting (1997)Non-parametric direct multi-step estimation for forecasting economic processes (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Panel cointegration tests of the sustainability hypothesis in rich OECD countries (2008)Sustainability of budget deficits and public debts in selected European Union countries (2014)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Causality tests and conditional heteroskedasticity: (2001)Testing for Fractional Integration Versus Short Memory with Structural Breaks* (2011)Environmental implication of offshore economic activities in Indonesia: a dual analyses of cointegration and causality (2019)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Why Does Stock Market Volatility Change Over Time? (1989)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On the mechanics of economic development (1988)The development of modern macroeconomics: Reflections in the light of Johnson's analysis after twenty-five years (1996)The Theory of Economic Development (2003)Primary-Export-Led Growth: The Evidence of Ghana (1998)The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (2019)Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis (2020)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)
this work references cited by second hop

References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1990'Testing for a unit root In the presence of moving average errors'92 cited
  • 1989Testing for a unit root in the presence of moving average errors83 cited

Cited by

  • 1997International evidence on the sustainability of budget deficits77 cited
  • 1997Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test32 cited
  • 2007A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test16 cited
  • 1992EQUILIBRIUM BUSINESS CYCLES: THEORY AND EVIDENCE16 cited
  • 1996On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates15 cited

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