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Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363]
6 references·0 citing·20 second hopsampled
Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363] (2003)Corrigendum to “Nonparametric tests for u…Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (2004)Efficient tests for the prese…Nonparametric tests for unit roots and cointegration (2002)Nonparametric tests for unit …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)New Simple Tests for Panel Cointegration (2005)Unit Roots and Cointegration in Panels (2008)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)Energy consumption, income, and carbon emissions in the United States (2006)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Alternative estimators and unit root tests for seasonal autoregressive processes (2003)The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (2014)On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles (2015)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 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?1,589 cited
  • 2002Nonparametric tests for unit roots and cointegration454 cited
  • 2004Efficient tests for the presence of a pair of complex conjugate unit roots in real time series23 cited

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