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Efficient tests for the presence of a pair of complex conjugate unit roots in real time series
16 references·5 citing·28 second hop
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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
  • 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
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited
  • 1984Testing for Unit Roots in Seasonal Time Series560 cited
  • 1992The power problems of unit root test in time series with autoregressive errors

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419 cited
  • 1988Regression Theory for Near-Integrated Time Series366 cited
  • Cited by

    • 2003Alternative estimators and unit root tests for seasonal autoregressive processes21 cited
    • 2003Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363]21 cited
    • 2015On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles18 cited
    • 2014The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests18 cited
    • 2017SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS14 cited