Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES

9 references·7 citing·41 second hop

FromToDepth

this work references cited by second hop

References

1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1980Brownian Motion457 cited
2002Nonparametric tests for unit roots and cointegration454 cited
2001Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate232 cited
2002Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes180 cited
1998New Tools for Understanding Spurious Regressions178 cited
1992The relationship between power and level for generic unit root tests in finite samples169 cited
2004Size and power of tests of stationarity in highly autocorrelated time series101 cited
1996Near Observational Equivalence and Theoretical size Problems with Unit Root Tests59 cited

Cited by

2013Summability of stochastic processes—A generalization of integration for non-linear processes29 cited
2007Testing Covariance Stationarity26 cited
2009A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC23 cited
2009When is a Time‐Series I(0)?*22 cited
2010Reducing the size distortion of the KPSS test17 cited

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

2011

Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes

17 cited

2011Co-summability from linear to non-linear co-integration13 cited