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Response surface models for the Leybourne unit root tests and lag order dependence
16 references·2 citing·30 second hop
Response surface models for the Leybourne unit root tests and lag order dependence (2011)Response surface models for the Leybourne…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Useful Modifications to some …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Lag Order and Critical Values of the Augmented Dickey-Fuller Test (1995)Lag Order and Critical Values…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)Approximate Asymptotic Distri…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…The power problems of unit root test in time series with autoregressive errors (1992)The power problems of unit ro…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Critical Values for Cointegratio11 Tests* (1991)Critical Values for Cointegra…Seasonal integration and cointegration (1990)Seasonal integration and coin…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1 (2020)Response Surface Regressions …Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions (2018)Unit-root Tests Based on Forw…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Residual-based tests for cointegration in models with regime shifts (1996)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Testing for Error Correction in Panel Data* (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Automatic Time Series Forecasting: The forecast Package for R (2008)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)THE POWER OF COINTEGRATION TESTS (1992)Estimating long-run relationships from dynamic heterogeneous panels (1995)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1991Critical Values for Cointegratio11 Tests*762 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test692 cited
  • 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
  • 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

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469 cited
  • 1992The power problems of unit root test in time series with autoregressive errors419 cited
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    • 2020Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1376 cited
    • 2018Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions15 cited