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Unit-roots test for time-series data with a linear time trend
12 references·1 citing·21 second hop
Unit-roots test for time-series data with a linear time trend (1991)Unit-roots test for time-series data with…Testing for unit roots in autoregressive moving average models (1991)Testing for unit roots in aut…Testing 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…Effects of model specification on tests for unit roots in macroeconomic data (1987)Effects of model specificatio…Testing for Unit Roots: 2 (1984)Testing for Unit Roots: 2Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Estimation for Autoregressive Processes with Unit Roots (1979)Estimation for Autoregressive…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Unit root bootstrap tests under infinite variance (2011)Unit root bootstrap tests und…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The size and power of the variance ratio test in finite samples (1989)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Why Does Stock Market Volatility Change Over Time? (1989)Stock Price Distributions with Stochastic Volatility: An Analytic Approach (1991)The distribution of realized stock return volatility (2001)Testing the random walk hypothesis (1985)Do we reject too often? (1986)Chapter 46 Unit roots, structural breaks and trends (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 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
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1984Testing for Unit Roots: 2245 cited
  • 1991Testing for unit roots in autoregressive moving average models119 cited
  • 1979Estimation for Autoregressive Processes with Unit Roots101 cited

Cited by

  • 2011Unit root bootstrap tests under infinite variance13 cited

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