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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
16 references·16 citing·19 second hopsampled
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Testing the unit root with drift hypothes…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)Nonstationarity and Level Shi…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…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…Time Series Regression with a Unit Root (1987)Time Series Regression with a…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…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…The effects of environmental tax on Ecological Footprint and Carbon dioxide emissions: a nonlinear cointegration analysis on Turkey (2022)The effects of environmental …Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization (2022)Fiscal decentralization as ne…Does economic policy uncertainty affect renewable energy consumption? (2021)Does economic policy uncertai…Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (2020)Testing fractional unit roots…Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks (2018)Modelling long memory volatil…The CO 2 –growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries (2017)The CO 2 –growth nexus revisi…Crude oil price behaviour before and after military conflicts and geopolitical events (2016)Crude oil price behaviour bef…A non-linear approach with long range dependence based on chebyshev polynomials (2012)A non-linear approach with lo…‘Ripple’ Effects in South African House Prices (2012)‘Ripple’ Effects in South Afr…Unit Roots and Structural Change (2011)Unit Roots and Structural Cha…TIME-VARYING COINTEGRATION (2010)TIME-VARYING COINTEGRATIONSmooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates (2010)Smooth breaks and non-linear …Economic factors and suicide rates: associations over time in four countries (2010)Economic factors and suicide …Testing for a unit-root with a nonlinear Fourier function (2004)Testing for a unit-root with …Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States (2000)Nonparametric Nonlinear Cotre…Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology DiffusionWeak and Strong Cross-Section…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Bounds testing approaches to the analysis of level relationships (2001)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)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)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)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Testing for unit roots in heterogeneous panels (2003)Generalized autoregressive conditional heteroskedasticity (1986)
this work references cited by second hop· second hop is a sample of the most-cited connections

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
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 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
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited

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1988
Tests For Unit Roots: A Monte Carlo Investigation
1,244 cited
  • 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
  • Cited by

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    • 2010TIME-VARYING COINTEGRATION163 cited
    • 2017The CO 2 –growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries155 cited
    • 2000Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States115 cited
    • 2011Unit Roots and Structural Change102 cited
    • 2022Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization101 cited
    • n.d.Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion98 cited
    • 2020Testing fractional unit roots with non-linear smooth break approximations using Fourier functions92 cited
    • 2012A non-linear approach with long range dependence based on chebyshev polynomials85 cited
    • 2022The effects of environmental tax on Ecological Footprint and Carbon dioxide emissions: a nonlinear cointegration analysis on Turkey77 cited
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