Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Unit root tests in the presence of uncertainty about the non-stochastic trend

12 references·10 citing·34 second hop

FromToDepth

this work references cited by second hop

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
1990COINTEGRATION AND UNIT ROOTS638 cited
1992Integration Versus Trend Stationary in Time Series504 cited
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection131 cited
1989Testing for a Unit Root in the Presence of a Maintained Trend129 cited
1997Estimating Deterministic Trends in the Presence of Serially Correlated Errors126 cited

Cited by

2020In Search of a Job: Forecasting Employment Growth Using Google Trends111 cited
2006Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate89 cited
2007

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

Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates

30 cited

2004Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification28 cited

2010Deterministic or Stochastic Trend27 cited

2007Unit Root Testing22 cited

2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices21 cited

2005Non-stationarity Tests in Macroeconomic Time Series16 cited

2004A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment14 cited

2006A critical investigation on detrending procedures for non-linear processes14 cited