SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
16 references·1 citing·41 second hop
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models (2003)An instrumental variable approach for tes…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Tests for Asymmetry in Possibly Nonstationary Time Series Data (2001)Tests for Asymmetry in Possib…recursive Mean Adjustment for Unit Root Tests (2001)recursive Mean Adjustment for…Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (2000)Gaussian tests for seasonal u…Dynamic Asymmetries in U.S. Unemployment (1999)Dynamic Asymmetries in U.S. U…CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS (1999)CAUCHY ESTIMATORS FOR AUTOREG…Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates (1998)Unit-Root Tests and Asymmetri…Threshold Autoregressions with a Near Unit Root (1998)Threshold Autoregressions wit…Forecasting the U.S. Unemployment Rate (1998)Forecasting the U.S. Unemploy…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes† (1993)PRACTITIONERS CORNER: A Note …Further evidence on the asymmetric behavior of unemployment rates over the business cycle (1991)Further evidence on the asymm…Seasonal integration and cointegration (1990)Seasonal integration and coin…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…IV threshold cointegration tests and the Taylor rule (2010)IV threshold cointegration te…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Convergence of Regional House Prices in the UK (2003)Just How Undervalued is the Chinese Renminbi? (2005)Jump dynamics and volatility: Oil and the stock markets (2009)Trends and random walks in macroeconmic time series (1982)Testing for Common Trends (1988)Cointegration and Threshold Adjustment (2001)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)Asymmetric Price Transmission: A Survey (2004)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A practitioners guide to time-series methods for tourism demand forecasting — a case study of Durban, South Africa (2001)MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES (2002)The predictive power of Google searches in forecasting US unemployment (2017)Macroeconomics and Reality (1980)Impulse response analysis in nonlinear multivariate models (1996)A nonlinear long memory model, with an application to US unemployment (2002)The Impact of Fiscal Policy on Economic Activity Over the Business Cycle - Evidence from a Threshold VAR Analysis (2016)Economic Policy Uncertainty Spillovers in Booms and Busts (2019)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)A Comparison of Unit-Root Test Criteria (1994)Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Capital control liberalization and stock market development (1998)TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Threshold autoregression in economics (2011)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Quantile cointegrating regression (2008)Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (1998)Testing fractional integration with monthly data (1999)The forecasting of International Expo tourism using quantitative and qualitative techniques (2008)
this work references cited by second hop

References

  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
  • 1998Forecasting the U.S. Unemployment Rate294 cited
  • 1993PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes†203 cited
  • 1984Testing for Unit Roots in Seasonal Time Series185 cited
  • 1999Dynamic Asymmetries in U.S. Unemployment185 cited
  • 1991Further evidence on the asymmetric behavior of unemployment rates over the business cycle131 cited
  • 2001recursive Mean Adjustment for Unit Root Tests93 cited
  • 1999CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS59 cited
  • 1998Threshold Autoregressions with a Near Unit Root53 cited
  • 2001Tests for Asymmetry in Possibly Nonstationary Time Series Data

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

45 cited
  • 2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments25 cited
  • Cited by

    • 2010IV threshold cointegration tests and the Taylor rule15 cited