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Is U.S. Agricultural Productivity Growth Slowing?
16 references·0 citing·36 second hop
Is U.S. Agricultural Productivity Growth Slowing? (2013)Is U.S. Agricultural Productivity Growth …Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests (2001)Break Point Estimation and Sp…Testing for a unit root in variables with a double change in the mean (1998)Testing for a unit root in va…Growth and Slowdown in Advanced Capitalist Economies: Techniques of Quantitative Assessment (1995)Growth and Slowdown in Advanc…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Growth Accounting When Technical Change is Embodied in Capital (1992)Growth Accounting When Techni…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Productivity and the Services of Capital and Labor (1981)Productivity and the Services…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…The Explanation of Productivity Change (1967)The Explanation of Productivi…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)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)Further evidence on breaking trend functions in macroeconomic variables (1997)A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)Renewable energy consumption, urbanization, financial development, income and CO2 emissions in Turkey: Testing EKC hypothesis with structural breaks (2018)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis, Forecasting and Control. (1971)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)The Production Function and the Theory of Capital (1953)Technical Change and the Aggregate Production Function (1957)The Economic Implications of Learning by Doing (1971)Raising the Speed Limit: U.S. Economic Growth in the Information Age (2000)How to Compete: The Impact of Workplace Practices and Information Technology on Productivity (2001)What have we learned from a decade of empirical research on growth? It's Not Factor Accumulation: Stylized Facts and Growth Models (2001)Residual-based tests for cointegration in models with regime shifts (1996)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
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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
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1967The Explanation of Productivity Change2,447 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1998Testing for a unit root in variables with a double change in the mean918 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1995Growth and Slowdown in Advanced Capitalist Economies: Techniques of Quantitative Assessment748 cited
  • 2001Break Point Estimation and Spurious Rejections With Endogenous Unit Root Tests329 cited

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1981
Productivity and the Services of Capital and Labor
224 cited
  • 1992Growth Accounting When Technical Change is Embodied in Capital199 cited
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