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Unit root testing in integer-valued AR(1) models
7 references·1 citing·30 second hop
Unit root testing in integer-valued AR(1) models (2001)Unit root testing in integer-valued AR(1)…A note on the distribution of the least squares estimator of a random walk with drift (1989)A note on the distribution of…Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable (1987)Finite Sample Distributions o…Testing the autoregressive parameter with the t statistic (1985)Testing the autoregressive pa…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Distribution 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…Proximity-store introductions: A new route to big-box retailer success? (2023)Proximity-store introductions…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)The Limiting Distribution of the t Ratio Under a Unit Root (1995)The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend (1996)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Survey of Some Recent Econometric Methods (1989)Primary Demand for Beer in the Netherlands: An Application of ARMAX Model Specification (1991)Higher-order sample autocorrelations and the unit root hypothesis (1993)Critical Values for Cointegration Tests (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)IS THE BUDGET DEFICIT “TOO LARGE?” (1991)Productivity Across Industries and Countries: Time Series Theory and Evidence (1996)Sources of U.S. Economic Growth in a World of Ideas (2002)Trends and random walks in macroeconmic time series (1982)Testing for a Unit Root in Time Series Regression (1988)Semiparametric Tests for Double Unit Roots (1994)The distribution of the Durbin-Watson statistic in integrated and near-integrated models (1994)Modelling monetary transmission in UK manufacturing industry (2009)What Constitutes a Theoretical Contribution? (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)From Multi-Channel Retailing to Omni-Channel Retailing (2015)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
  • 1981Testing For Unit Roots: 1398 cited
  • 1988Asymptotic Normality, When Regressors Have a Unit Root339 cited
  • 1985Testing the autoregressive parameter with the t statistic70 cited
  • 1989A note on the distribution of the least squares estimator of a random walk with drift59 cited
  • 1987Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable52 cited

Cited by

  • 2023Proximity-store introductions: A new route to big-box retailer success?13 cited

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