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You must remember this: dealing with long memory in political analyses
16 references·2 citing·30 second hop
You must remember this: dealing with long memory in political analyses (2000)You must remember this: dealing with long…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Statistics for Long-Memory Processes. (1996)Statistics for Long-Memory Pr…Long memory processes and fractional integration in econometrics (1996)Long memory processes and fra…Gaussian Semiparametric Estimation of Long Range Dependence (1995)Gaussian Semiparametric Estim…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…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…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)AN INTRODUCTION TO LONG‐MEMOR…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…Ideology and Discontent. (1966)Ideology and Discontent.Ideology and Discontent (1964)Ideology and DiscontentA Bounds Approach to Inference Using the Long Run Multiplier (2019)A Bounds Approach to Inferenc…Fractional integration methods in political science (2000)Fractional integration method…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)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 Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory and regime switching (2001)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Some properties of time series data and their use in econometric model specification (1981)A long memory property of stock market returns and a new model (1993)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Wavelet analysis of long-range-dependent traffic (1998)Statistical properties of the volatility of price fluctuations (1999)The Distribution of Realized Exchange Rate Volatility (2001)An advocacy coalition framework of policy change and the role of policy-oriented learning therein (1988)Political conservatism as motivated social cognition. (2003)Framing Theory (2007)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1964Ideology and Discontent3,878 cited
  • 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 1996Statistics for Long-Memory Processes.2,686 cited
  • 1996Long memory processes and fractional integration in econometrics1,879 cited
  • 1991Long-Term Memory in Stock Market Prices1,743 cited
  • 1996Statistics for Long-Memory Processes.1,480 cited
  • 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 1989Long-term Memory in Stock Market Prices1,433 cited

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  • 1966Ideology and Discontent.1,276 cited
  • Cited by

    • 2000Fractional integration methods in political science84 cited
    • 2019A Bounds Approach to Inference Using the Long Run Multiplier17 cited