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A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
16 references·0 citing·16 second hop
A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (2004)A strategy for testing the unit root in A…EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION (1992)EXACT SIMILAR TESTS FOR UNIT …Testing for unit roots in autoregressive moving average models (1991)Testing for unit roots in aut…COINTEGRATION AND UNIT ROOTS (1990)COINTEGRATION AND UNIT ROOTSTests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for unit roots (1987)Testing for unit rootsTesting 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: 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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing for unit roots in heterogeneous panels (2003)Why Does Stock Market Volatility Change Over Time? (1989)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)
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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
  • 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
  • 1988Trends and random walks in macroeconomic time series2,433 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1990COINTEGRATION AND UNIT ROOTS638 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1984Testing for Unit Roots: 2245 cited
  • 1987Testing for unit roots199 cited
  • 1991Testing for unit roots in autoregressive moving average models119 cited
  • 1992EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION

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