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ARE THERE UNIT ROOTS IN REAL ECONOMIC VARIABLES? (AN ENCOMPASSING ANALYSIS OF DIFFERENCE AND TREND STATIONARITY)
16 references·2 citing·26 second hop
ARE THERE UNIT ROOTS IN REAL ECONOMIC VARIABLES? (AN ENCOMPASSING ANALYSIS OF DIFFERENCE AND TREND STATIONARITY) (1995)ARE THERE UNIT ROOTS IN REAL ECONOMIC VAR…Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models (1993)Testing for a Moving Average …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…To criticize the critics: An objective bayesian analysis of stochastic trends (1991)To criticize the critics: An …Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…On Bayesian routes to unit roots (1991)On Bayesian routes to unit ro…Testing for a Moving Average Unit Root (1990)Testing for a Moving Average …The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in the Presence of a Maintained Trend (1989)Testing for a Unit Root in th…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Bayesian skepticism on unit root econometrics (1988)Bayesian skepticism on unit r…Testing 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…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…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…Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)Properties of Sequences of Pa…Joint hypothesis specification for unit root tests with a structural break (2006)Joint hypothesis specificatio…Decisions on Seasonal Unit Roots (2002)Decisions on Seasonal Unit Ro…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset Prices in an Exchange Economy (1978)The theory and practice of econometrics (1986)Common stochastic trends in international stock markets (1992)Predictive regressions (1999)Technical Change and the Aggregate Production Function (1957)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Estimation for Autoregressive Processes with Unit Roots (1979)Testing for unit roots in heterogeneous panels (2003)Unit root tests in panel data: asymptotic and finite-sample properties (2002)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1988Trends and random walks in macroeconomic time series2,454 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 1988Bayesian skepticism on unit root econometrics527 cited
  • 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
  • 1978Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times205 cited
  • 1991On Bayesian routes to unit roots169 cited
  • 1993Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models136 cited

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1989
Testing for a Unit Root in the Presence of a Maintained Trend
129 cited
  • 1990Testing for a Moving Average Unit Root129 cited
  • Cited by

    • 2006Joint hypothesis specification for unit root tests with a structural break8 cited
    • 2002Decisions on Seasonal Unit Roots8 cited