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To criticize the critics: An objective bayesian analysis of stochastic trends
16 references·16 citing·30 second hopsampled
To criticize the critics: An objective bayesian analysis of stochastic trends (1991)To criticize the critics: An objective ba…Vector Autoregressions and Reality (2002)Vector Autoregressions and Re…Understanding Unit Rooters: A Helicopter Tour (1991)Understanding Unit Rooters: A…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Statistical Inference in Regressions with Integrated Processes: Part 2 (1989)Statistical Inference in Regr…Variable Trends in Economic Time Series (1988)Variable Trends in Economic T…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Atheoretical macroeconometrics: A critique (1985)Atheoretical macroeconometric…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Policy Analysis with Econometric Models (1982)Policy Analysis with Economet…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityStochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Essays in Positive Economics (1954)Essays in Positive EconomicsInvestigating the nexus between education expenditure, female employers, renewable energy consumption and CO2 emission: Evidence from China (2021)Investigating the nexus betwe…Unit‐Root Tests (2014)Unit‐Root TestsPolicy Evaluation in Uncertain Economic Environments (2003)Policy Evaluation in Uncertai…Nonlinear Mean Reversion in the Short-Term Interest Rate (2003)Nonlinear Mean Reversion in t…The Role of Models and Probabilities in the Monetary Policy Process (2002)The Role of Models and Probab…US deficit sustainability: a new approach based on multiple endogenous breaks (2000)US deficit sustainability: a …A Primer on Unit Root Testing (1998)A Primer on Unit Root TestingBayesian Vector Autoregressions with Stochastic Volatility (1997)Bayesian Vector Autoregressio…What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective (1994)What Macroeconomists Should K…Posterior Odds Testing for a Unit Root with Data-Based Model Selection (1994)Posterior Odds Testing for a …On the Shape of the Likelihood/Posterior in Cointegration Models (1994)On the Shape of the Likelihoo…Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown (1994)Inference in Time Series Regr…Chapter 47 Vector autoregressions and cointegration (1994)Chapter 47 Vector autoregress…Chapter 46 Unit roots, structural breaks and trends (1994)Chapter 46 Unit roots, struct…Vector autoregressions and cointegration (1993)Vector autoregressions and co…On Bayesian routes to unit roots (1991)On Bayesian routes to unit ro…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Specification Tests in Econometrics (1978)Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques (1996)The Economic Effects of Energy Price Shocks (2008)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)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)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Generalized autoregressive conditional heteroskedasticity (1986)The New Institutionalism: Organizational Factors in Political Life (1983)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Shared Mental Models: Ideologies and Institutions (1994)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence3,581 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1985Atheoretical macroeconometrics: A critique714 cited
  • 1982Policy Analysis with Econometric Models681 cited
  • 1988Variable Trends in Economic Time Series673 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited
  • 1991Understanding Unit Rooters: A Helicopter Tour451 cited
  • 2002Vector Autoregressions and Reality

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413 cited

Cited by

  • 2002The Role of Models and Probabilities in the Monetary Policy Process299 cited
  • 1993Vector autoregressions and cointegration285 cited
  • 1998A Primer on Unit Root Testing275 cited
  • 1994Chapter 46 Unit roots, structural breaks and trends243 cited
  • 2003Policy Evaluation in Uncertain Economic Environments242 cited
  • 1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown201 cited
  • 2021Investigating the nexus between education expenditure, female employers, renewable energy consumption and CO2 emission: Evidence from China173 cited
  • 1991On Bayesian routes to unit roots169 cited
  • 1997Bayesian Vector Autoregressions with Stochastic Volatility158 cited
  • 2000US deficit sustainability: a new approach based on multiple endogenous breaks155 cited
  • 1994Chapter 47 Vector autoregressions and cointegration152 cited
  • 1994What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective146 cited
  • 2003Nonlinear Mean Reversion in the Short-Term Interest Rate138 cited
  • 1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection131 cited
  • 1994On the Shape of the Likelihood/Posterior in Cointegration Models129 cited
  • 2014Unit‐Root Tests126 cited