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Testing For Unit Roots: 1
4 references·16 citing·43 second hop
Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…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…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Does convergence really matter for the environment? An application based on club convergence and on the ecological footprint concept for the EU countries (2017)Does convergence really matte…Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets (2006)Competition, transmission and…Small sample properties of forecasts from autoregressive models under structural breaks (2004)Small sample properties of fo…Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates (2004)Interest Rate Pass‐Through an…Tests for Unit Roots and the Initial Condition (2003)Tests for Unit Roots and the …The Coast–Noncoast Income Gap, Productivity, and Regional Economic Policy in China (1997)The Coast–Noncoast Income Gap…Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Testing the unit root with dr…Chapter 46 Unit roots, structural breaks and trends (1994)Chapter 46 Unit roots, struct…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Every minute counts in financial markets (1991)Every minute counts in financ…The size and power of the variance ratio test in finite samples (1989)The size and power of the var…The persistence of abnormal returns (1988)The persistence of abnormal r…Seasonality and habit persistence in a life cycle model of consumption (1988)Seasonality and habit persist…Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates? 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited

Cited by

  • 1989The size and power of the variance ratio test in finite samples522 cited
  • 2004Small sample properties of forecasts from autoregressive models under structural breaks394 cited
  • 1985Testing the random walk hypothesis366 cited
  • 1988The persistence of abnormal returns347 cited
  • 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
  • 1997The Coast–Noncoast Income Gap, Productivity, and Regional Economic Policy in China321 cited
  • 1986Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?269 cited
  • 1986Do we reject too often?247 cited
  • 1994Chapter 46 Unit roots, structural breaks and trends243 cited
  • 2017Does convergence really matter for the environment? An application based on club convergence and on the ecological footprint concept for the EU countries

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243 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots232 cited
  • 2004Interest Rate Pass‐Through and Monetary Transmission: Evidence from Individual Financial Institutions' Retail Rates230 cited
  • 2003Tests for Unit Roots and the Initial Condition214 cited
  • 1988Seasonality and habit persistence in a life cycle model of consumption205 cited
  • 2006Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets193 cited
  • 1991Every minute counts in financial markets189 cited