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Bartlett corrections in cointegration testing
16 references·0 citing·33 second hop
Bartlett corrections in cointegration testing (1999)Bartlett corrections in cointegration tes…Bartlett Corrections for Unit Root Test Statistics (1998)Bartlett Corrections for Unit…On the non-existence of a Bartlett correction for unit root tests (1997)On the non-existence of a Bar…Miscellanea. Bartlett correction of the unit root test in autoregressive models (1997)Miscellanea. Bartlett correct…Cointegration tests in the presence of structural breaks (1996)Cointegration tests in the pr…BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS (1996)BOOTSTRAPPING THE TRACE STATI…Simulating small-sample properties of the maximum likelihood cointegration method: estimation and testing (1995)Simulating small-sample prope…Ols Bias in a Nonstationary Autoregression (1993)Ols Bias in a Nonstationary A…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…THE POWER OF COINTEGRATION TESTS (1992)THE POWER OF COINTEGRATION TE…TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW (1992)TESTING INTEGRATION AND COINT…Small Sample Testing For Unit Roots† (1992)Small Sample Testing For Unit…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* (1986)EXPLORING EQUILIBRIUM RELATIO…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Dealing with Structural Breaks (2005)Testing for Error Correction in Panel Data* (2007)Relationships among carbon emissions, economic growth, energy consumption and population growth: Testing Environmental Kuznets Curve hypothesis for Brazil, China, India and Indonesia (2016)Testing for a Unit Root in Time Series Regression (1988)Spurious rejections by Dickey–Fuller tests in the presence of a break under the null (1998)Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes (2004)Fourier ADL cointegration test to approximate smooth breaks with new evidence from Crude Oil Market (2016)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Testing the random walk hypothesis (1985)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)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (1997)Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money (2000)Chapter 12 Forecasting with Breaks (2006)Time Series Regression with a Unit Root (1987)Cointegration and Long-Horizon Forecasting (1997)Panel Stationarity Test with Structural Breaks* (2008)A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks (2016)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Dynamic Econometrics (1995)Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1992THE POWER OF COINTEGRATION TESTS1,319 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1986EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE*795 cited
  • 1981Testing For Unit Roots: 1398 cited
  • 1996Cointegration tests in the presence of structural breaks253 cited
  • 1992TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW158 cited
  • 1993Ols Bias in a Nonstationary Autoregression68 cited
  • 1997Miscellanea. Bartlett correction of the unit root test in autoregressive models52 cited
  • 1996BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS43 cited
  • 1992Small Sample Testing For Unit Roots†29 cited
  • 1998Bartlett Corrections for Unit Root Test Statistics26 cited
  • 1995Simulating small-sample properties of the maximum likelihood cointegration method: estimation and testing

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18 cited
  • 1997On the non-existence of a Bartlett correction for unit root tests15 cited
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