SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
6 references·3 citing·37 second hop
A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model (1994)A Bayesian Analysis Of The Unit Root Hypo…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…To criticize the critics: An objective bayesian analysis of stochastic trends (1991)To criticize the critics: An …The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function (1991)The Temporal Stability of Div…On Bayesian routes to unit roots (1991)On Bayesian routes to unit ro…Bayesian routes and unit roots: De rebus prioribus semper est disputandum (1991)Bayesian routes and unit root…The theory and practice of econometrics (1986)The theory and practice of ec…Sectoral Money Demand and the Great Disinflation in the US (2011)Sectoral Money Demand and the…The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (2000)The strength of evidence for …A bayesian analysis of trend determination in economic time series (1994)A bayesian analysis of trend …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Testing for a Unit Root in Time Series Regression (1988)Rational bubbles (1993)Predicting Returns with Financial Ratios (2002)Recursive Models of Dynamic Linear Economies (2013)Asymptotic Properties of Residual Based Tests for Cointegration (1990)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Bridging the Gap Between Migrants and the Banking System (2011)Evaluating the Impact of Innovation Incentives: Evidence from an Unexpected Shortage of Funds (2011)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)The Impact of Local Minimum Wages on Employment: Evidence from Italy in the 1950s (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Stationarity and structural breaks — evidence from classical and Bayesian approaches (2001)Macroeconomics and Reality (1980)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)US deficit sustainability: a new approach based on multiple endogenous breaks (2000)Nonlinear Mean Reversion in the Short-Term Interest Rate (2003)TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009)Time Series Analysis: Forecasting and Control (1977)Vector autoregressions and cointegration (1993)A Primer on Unit Root Testing (1998)The Role of Models and Probabilities in the Monetary Policy Process (2002)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The financial econometrics of price discovery and predictability (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Combined forecasts from linear and nonlinear time series models (2002)Trend Time–Series Modeling and Forecasting With Neural Networks (2008)EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (2009)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)
this work references cited by second hop

References

  • 1986The theory and practice of econometrics4,342 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
  • 1991On Bayesian routes to unit roots169 cited
  • 1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function93 cited
  • 1991Bayesian routes and unit roots: De rebus prioribus semper est disputandum92 cited

Cited by

  • 2011Sectoral Money Demand and the Great Disinflation in the US33 cited
  • 2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited
  • 1994A bayesian analysis of trend determination in economic time series26 cited

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