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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
16 references·6 citing·27 second hopsampled
Testing for unit roots in the presence of uncertainty over both the trend and initial condition (2012)Testing for unit roots in the presence of…A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (2006)A simple modification to impr…Tests for Unit Roots and the Initial Condition (2003)Tests for Unit Roots and the …LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Trend Function Hypothesis Testing in the Presence of Serial Correlation (1998)Trend Function Hypothesis Tes…New Tools for Understanding Spurious Regressions (1998)New Tools for Understanding S…A Primer on Unit Root Testing (1998)A Primer on Unit Root TestingEfficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Posterior Odds Testing for a Unit Root with Data-Based Model Selection (1994)Posterior Odds Testing for a …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…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…To criticize the critics: An objective bayesian analysis of stochastic trends (1991)To criticize the critics: An …Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Towards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization (2022)Testing for Granger causality…Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis (2022)Financial development, renewa…Unit Roots and Cointegration (2019)Unit Roots and CointegrationExplosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition (2018)Explosive Asset Price Bubble …Detrending Bootstrap Unit Root Tests (2013)Detrending Bootstrap Unit Roo…BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (2011)BOOTSTRAP UNION TESTS FOR UNI…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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)Time Series Analysis: Forecasting and Control (1977)Macroeconomics and Reality (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Vector autoregressions and cointegration (1993)The Role of Models and Probabilities in the Monetary Policy Process (2002)Trends and random walks in macroeconmic time series (1982)Long memory processes and fractional integration in econometrics (1996)A PANIC Attack on Unit Roots and Cointegration (2004)The local power of some unit root tests for panel data (2004)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Analysis of Panel Data (2003)Testing for unit roots in heterogeneous panels (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Econometric Analysis of Panel Data (2021)Testing for a unit root in panels with dynamic factors (2004)Efficient tests of stock return predictability☆ (2006)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 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
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
  • 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
  • 1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
  • 1998A Primer on Unit Root Testing275 cited
  • 2003Tests for Unit Roots and the Initial Condition214 cited
  • 2006A simple modification to improve the finite sample properties of Ng and Perron's unit root tests203 cited
  • 1998New Tools for Understanding Spurious Regressions178 cited

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  • 1994Posterior Odds Testing for a Unit Root with Data-Based Model Selection131 cited
  • Cited by

    • 2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis147 cited
    • 2011BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY33 cited
    • 2019Unit Roots and Cointegration26 cited
    • 2013Detrending Bootstrap Unit Root Tests25 cited
    • 2018Explosive Asset Price Bubble Detection with Unknown Bubble Length and Initial Condition18 cited
    • 2022Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization14 cited