SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS
16 references·16 citing·43 second hopsampled
DETERMINISTIC, STOCHASTIC, AND SEGMENTED TRENDS IN AGGREGATE OUTPUT: A CROSS-COUNTRY ANALYSIS (1996)DETERMINISTIC, STOCHASTIC, AND SEGMENTED …The Uncertain Unit Root in Real GNP (2020)The Uncertain Unit Root in Re…Lag Order and Critical Values of the Augmented Dickey-Fuller Test (1995)Lag Order and Critical Values…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…A Consistent Test for a Unit Root (1994)A Consistent Test for a Unit …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)The Penn World Table (Mark 5)…Unit roots in real GNP: Do we know, and do we care? (1990)Unit roots in real GNP: Do we…Testing for a Unit Root in a Time Series With a Changing Mean (1990)Testing for a Unit Root in a …Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…International Evidence on the Size of the Random Walk in Output (1990)International Evidence on the…A Multicountry Characterization of the Nonstationarity of Aggregate Output (1990)A Multicountry Characterizati…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied (1989)Testing for a Random Walk: A …Long memory and persistence in aggregate output (1989)Long memory and persistence i…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method (2013)Are GDP fluctuations transito…Is Asian per capita GDP panel stationary? (2007)Is Asian per capita GDP panel…Forecasting oil price movements: Exploiting the information in the futures market (2007)Forecasting oil price movemen…Are Real GDP Levels Trend, Difference, or Regime‐Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change (2007)Are Real GDP Levels Trend, Di…Is per capita real GDP stationary in African countries? Evidence from panel SURADF test (2006)Is per capita real GDP statio…ARE OUTPUT FLUCTUATIONS TRANSITORY? NEW EVIDENCE FROM 24 CHINESE PROVINCES (2004)ARE OUTPUT FLUCTUATIONS TRANS…Is Chinese provincial real GDP per capita nonstationary? (2003)Is Chinese provincial real GD…Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests (2002)Are Real GDP Levels Nonstatio…Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875–1993 (2001)Trend-stationarity, differenc…Unit root tests with double trend breaks and the 1990s recession in Japan (2000)Unit root tests with double t…Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity (1999)Long-run purchasing power par…Further Investigation of the Uncertain Unit Root in GNP (1997)Further Investigation of the …Further Investigation of the Uncertain Unit Root in GNP (1997)Further Investigation of the …Further Investigation of the Uncertain Unit Root in GNP (1996)Further Investigation of the …TESTING FOR A BREAK IN OUTPUT: NEW INTERNATIONAL EVIDENCE (1995)TESTING FOR A BREAK IN OUTPUT…Small Sample Testing For Unit Roots† (1992)Small Sample Testing For Unit…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)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The local power of some unit root tests for panel data (2004)Critical Values for Cointegration Tests (2010)Carbon price forecasting based on CEEMDAN and LSTM (2022)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Testing for a unit root in variables with a double change in the mean (1998)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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 New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Introductory Econometrics for Finance (2008)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2001)Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods (2011)An Empirical Evaluation of the Long-Run Risks Model for Asset Prices (2012)Alternative projections of mortality and disability by cause 1990–2020: Global Burden of Disease Study (1997)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)Greed and grievance in civil war (2004)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

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
  • 1991The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-19883,427 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test687 cited
  • 1989Long memory and persistence in aggregate output546 cited
  • 1985Testing the Random Walk Hypothesis: Power versus Frequency of Observation475 cited
  • 1994A Consistent Test for a Unit Root303 cited
  • 1990Unit roots in real GNP: Do we know, and do we care?265 cited
  • 1990International Evidence on the Size of the Random Walk in Output210 cited
  • 2020The Uncertain Unit Root in Real GNP168 cited
  • 1989Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied

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

111 cited
  • 1990A Multicountry Characterization of the Nonstationarity of Aggregate Output92 cited
  • Cited by

    • 2007Forecasting oil price movements: Exploiting the information in the futures market101 cited
    • 1999Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity79 cited
    • 2002Are Real GDP Levels Nonstationary? Evidence from Panel Data Tests68 cited
    • 2003Is Chinese provincial real GDP per capita nonstationary?68 cited
    • 1996Further Investigation of the Uncertain Unit Root in GNP63 cited
    • 1997Further Investigation of the Uncertain Unit Root in GNP46 cited
    • 2004ARE OUTPUT FLUCTUATIONS TRANSITORY? NEW EVIDENCE FROM 24 CHINESE PROVINCES36 cited
    • 1992Small Sample Testing For Unit Roots†29 cited
    • 1997Further Investigation of the Uncertain Unit Root in GNP29 cited
    • 2000Unit root tests with double trend breaks and the 1990s recession in Japan29 cited
    • 2007Are Real GDP Levels Trend, Difference, or Regime‐Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change28 cited
    • 1995TESTING FOR A BREAK IN OUTPUT: NEW INTERNATIONAL EVIDENCE28 cited
    • 2007Is Asian per capita GDP panel stationary?26 cited
    • 2001Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875–199325 cited
    • 2006Is per capita real GDP stationary in African countries? Evidence from panel SURADF test20 cited
    • 2013Are GDP fluctuations transitory or permanent in African countries? Sequential Panel Selection Method19 cited