SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications
16 references·12 citing·34 second hop
Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications (1993)Asymptotic Normality of the Least-Squares…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Vector autoregression and causality (1991)Vector autoregression and cau…Testing for unit roots in autoregressive moving average models (1991)Testing for unit roots in aut…Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…'Testing for a unit root In the presence of moving average errors' (1990)'Testing for a unit root In t…Statistical Inference in Regressions with Integrated Processes: Part 2 (1989)Statistical Inference in Regr…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Does GNP have a unit root? (1987)Does GNP have a unit root?Testing for Unit Roots: 2 (1984)Testing for Unit Roots: 2Testing 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…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Green innovation and ecological footprint relationship for a sustainable development: Evidence from top 20 green innovator countries (2022)Green innovation and ecologic…Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (2020)Robust inference for spurious…Instrumental variable and variable addition based inference in predictive regressions (2015)Instrumental variable and var…Persistence-robust surplus-lag Granger causality testing (2012)Persistence-robust surplus-la…A simple panel stationarity test in the presence of serial correlation and a common factor (2011)A simple panel stationarity t…Finite-sample simulation-based inference in VAR models with application to Granger causality testing (2005)Finite-sample simulation-base…Money and price relationship in China (2004)Money and price relationship …A Comparison of Alternative Causality and Predictive Accuracy Tests in the Presence of Integrated and Cointegrated Economic Variables (2003)A Comparison of Alternative C…A Review of systemscointegration tests (1998)A Review of systemscointegrat…Infinite-Order Cointegrated Vector Autoregressive Processes (1996)Infinite-Order Cointegrated V…Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (1994)Spurious regressions and resi…Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference (1994)Infinite Order Cointegrated V…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The theory and practice of econometrics (1986)Common stochastic trends in international stock markets (1992)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)Predictive regressions (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Testing the random walk hypothesis (1985)The size and power of the variance ratio test in finite samples (1989)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Understanding spurious regressions in econometrics (1986)Productivity Across Industries and Countries: Time Series Theory and Evidence (1996)Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window (2010)Testing for Granger causality in heterogeneous mixed panels (2010)Testing for unit roots in heterogeneous panels (2003)Nonstationary panel data analysis: an overview of some recent developments (2000)Long-horizon regressions: theoretical results and applications (2003)The Macroeconomic Effects of Inflation Targeting (2004)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 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
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1991Vector autoregression and causality274 cited
  • 1984Testing for Unit Roots: 2245 cited
  • 1987Does GNP have a unit root?134 cited
  • 1991Testing for unit roots in autoregressive moving average models119 cited
  • 1990

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

'Testing for a unit root In the presence of moving average errors'
92 cited

Cited by

  • 2011A simple panel stationarity test in the presence of serial correlation and a common factor278 cited
  • 2022Green innovation and ecological footprint relationship for a sustainable development: Evidence from top 20 green innovator countries201 cited
  • 1996Infinite-Order Cointegrated Vector Autoregressive Processes63 cited
  • 2015Instrumental variable and variable addition based inference in predictive regressions57 cited
  • 2012Persistence-robust surplus-lag Granger causality testing44 cited
  • 1994Spurious regressions and residual-based tests for cointegration when regressors are cointegrated38 cited
  • 1994Infinite Order Cointegrated Vector Autoregressive Processes:Estimation and Inference31 cited
  • 2004Money and price relationship in China30 cited
  • 2005Finite-sample simulation-based inference in VAR models with application to Granger causality testing28 cited
  • 1998A Review of systemscointegration tests23 cited
  • 2003A Comparison of Alternative Causality and Predictive Accuracy Tests in the Presence of Integrated and Cointegrated Economic Variables18 cited
  • 2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root17 cited