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A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS
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A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS (1992)A DISTRIBUTION GENERATING EQUATION FOR UN…The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root (1993)The Limiting Distribution of …Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series (1989)Testing for a Unit Root Nonst…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Towards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Asymptotic Expansions in Nonstationary Vector Autoregressions (1987)Asymptotic Expansions in Nons…Testing the autoregressive parameter with the t statistic (1985)Testing the autoregressive pa…Testing for Unit Roots: 2 (1984)Testing for Unit Roots: 2Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Likelihood 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…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Testing the random walk hypothesis (1985)Do we reject too often? (1986)Chapter 46 Unit roots, structural breaks and trends (1994)Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable (1987)The Limiting Distribution of the t Ratio Under a Unit Root (1995)The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend (1996)Ols Bias in a Nonstationary Autoregression (1993)Testing Joint Hypotheses When One of the Alternatives is One-Sided (2006)Testing for a unit root in panels with dynamic factors (2004)The local power of some unit root tests for panel data (2004)Efficient tests of stock return predictability☆ (2006)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1984Testing for Unit Roots: 2245 cited
  • 1993The Limiting Distribution of the Autocorrelation Coefficient under a Unit Root94 cited
  • 1985Testing the autoregressive parameter with the t statistic70 cited
  • 1987Asymptotic Expansions in Nonstationary Vector Autoregressions68 cited
  • 1989Testing for a Unit Root Nonstationarity in Multivariate Autoregressive Time Series55 cited

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