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Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
16 references·10 citing·33 second hop
Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series (2002)Regression-Based Unit Root Tests With Rec…Likelihood Ratio Tests for Seasonal Unit Roots (1999)Likelihood Ratio Tests for Se…Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution (1999)Efficient Tests for a Unit Ro…Testing for Unit Roots in Monthly Time Series (1998)Testing for Unit Roots in Mon…Additional critical values and asymptotic representations for seasonal unit root tests (1998)Additional critical values an…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing for unit roots in seasonal time series (1994)Testing for unit roots in sea…A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Seasonal integration and cointegration (1990)Seasonal integration and coin…Unit roots, structural breaks and trends (1986)Unit roots, structural breaks…On the Theory of Testing for Unit Roots in Observed Time Series (1986)On the Theory of Testing for …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…Detrending Bootstrap Unit Root Tests (2013)Detrending Bootstrap Unit Roo…Signaling Asset Price Bubbles with Time-Series Methods (2012)Signaling Asset Price Bubbles…Recursive adjustment, unit root tests and structural breaks (2012)Recursive adjustment, unit ro…Unit Root Testing (2007)Unit Root TestingUnit root testing (2006)Unit root testingProperties of recursive trend-adjusted unit root tests (2006)Properties of recursive trend…Non-stationarity Tests in Macroeconomic Time Series (2005)Non-stationarity Tests in Mac…Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (2004)Efficient tests for the prese…ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS (2003)ON THE ASYMPTOTIC PROPERTIES …Examination of Some More Powerful Modifications of the Dickey-Fuller Test (2003)Examination of Some More Powe…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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)A Decomposition of Global Linkages in Financial Markets Over Time (2004)The causal relationship between electricity consumption and economic growth in the ASEAN countries (2005)The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis (2013)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Testing for a Unit Root (1993)Dynamic Econometrics (1995)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Explosive Rational Bubbles in Stock Prices (1988)Pitfalls in Testing for Explosive Bubbles in Asset Prices (1991)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Unit root tests in panel data: asymptotic and finite-sample properties (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Long-horizon regressions: theoretical results and applications (2003)Chapter 53 The evolution of city size distributions (2004)On the Evolution of Firm Size Distributions (2008)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1986Unit roots, structural breaks and trends438 cited
  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • 1999Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution246 cited
  • 1994Testing for unit roots in seasonal time series203 cited
  • 1998Additional critical values and asymptotic representations for seasonal unit root tests86 cited
  • 1999Likelihood Ratio Tests for Seasonal Unit Roots53 cited

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  • 1998Testing for Unit Roots in Monthly Time Series52 cited
  • Cited by

    • 2012Signaling Asset Price Bubbles with Time-Series Methods45 cited
    • 2013Detrending Bootstrap Unit Root Tests25 cited
    • 2004Efficient tests for the presence of a pair of complex conjugate unit roots in real time series23 cited
    • 2007Unit Root Testing22 cited
    • 2006Properties of recursive trend-adjusted unit root tests17 cited
    • 2003Examination of Some More Powerful Modifications of the Dickey-Fuller Test17 cited
    • 2005Non-stationarity Tests in Macroeconomic Time Series16 cited
    • 2003ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS12 cited
    • 2012Recursive adjustment, unit root tests and structural breaks11 cited
    • 2006Unit root testing11 cited