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International travelling and trade: further evidence for the case of Spanish wine based on fractional vector autoregressive specifications
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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
  • 1980Macroeconomics and Reality12,826 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1981Fractional Differencing2,720 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1990Seasonal integration and cointegration1,475 cited
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  • 2001Long memory and regime switching1,162 cited
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  • 2003Identification Through Heteroskedasticity922 cited

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1994
Efficient Tests of Nonstationary Hypotheses
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