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Testing the null of stationarity for multiple time series · Study

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ArticleTesting the null of stationarity for multiple time series

In Choi1999

Article1999

Testing the null of stationarity for multiple time series

32 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Diverse Scientific and Economic Studies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1987Time Series Regression with a Unit Root 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

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2017The Impact of Foreign Direct Investment (FDI) on the Environment: Market Perspectives and Evidence from China 2007An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks 1998A Review of systemscointegration tests 2002REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES

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1994Chapter 46 Unit roots, structural breaks and trendschapter · 11 shared references 1996Time-Series-Based Econometricsbook · 11 shared references 1994Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Seriesarticle · 10 shared references 2002Nonparametric tests for unit roots and cointegrationarticle · 9 shared references 2014Unit‐Root Testsother · 9 shared references 1998Test for partial parameter instability in regressions with I(1) processesarticle · 9 shared references

Details

Year1999

Typearticle

Published1999-01-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations32

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(98)00021-9

openalex_workW2031292018

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