Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A simple modification to improve the finite sample properties of Ng and Perron's unit root tests

3 references·16 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited

Cited by

2017Decoupling CO2 emission and economic growth in China: Is there consistency in estimation results in analyzing environmental Kuznets curve?303 cited
2014Robust Econometric Inference for Stock Return Predictability279 cited
2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION121 cited
2012Is there an environmental Kuznets curve for Spain? Fresh evidence from old data120 cited
2019Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective106 cited
2009International stock market linkages: Evidence from Latin America103 cited
2011Oil Prices, Exchange Rates and Emerging Stock Markets103 cited
2008Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle74 cited
2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics64 cited
2012WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE52 cited
2016The Effect of Liquidity on Financial Performance: Evidence from Turkish Retail Industry

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

50 cited

2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition47 cited

2015Determinants of the banking spread in the Brazilian economy: The role of micro and macroeconomic factors41 cited

2011Fertility and the Personal Exemption: Comment39 cited

2017Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance38 cited

2009Structural Breaks, Cointegration and the Fisher Effect36 cited