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Testing a Unit Root Based on Aggregate Time Series
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Testing a Unit Root Based on Aggregate Time Series (2008)Testing a Unit Root Based on Aggregate Ti…Unit Roots, Cointegration, and Structural Change (1999)Unit Roots, Cointegration, an…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…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…Forecasting Aggregated Vector ARMA Processes (1987)Forecasting Aggregated Vector…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Systematic sampling and temporal aggregation in time series models (1984)Systematic sampling and tempo…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…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Seasonal Analysis of Economic Time Series (1978)Seasonal Analysis of Economic…The Effect of Aggregation on Prediction in the Autoregressive Model (1972)The Effect of Aggregation on …Asymptotic Behaviour of Temporal Aggregates of Time Series (1972)Asymptotic Behaviour of Tempo…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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Financial development and economic growth: evidence from panel unit root and cointegration tests (2003)International Technology Diffusion (2004)Energy consumption, income, and carbon emissions in the United States (2006)Testing for a unit root in panels with dynamic factors (2004)The local power of some unit root tests for panel data (2004)Efficient tests of stock return predictability☆ (2006)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Why Does Stock Market Volatility Change Over Time? (1989)Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)
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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
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
  • 1986Unit Roots in Time Series Models: Tests and Implications460 cited
  • 1978Seasonal Analysis of Economic Time Series288 cited
  • 1984Systematic sampling and temporal aggregation in time series models170 cited
  • 1972The Effect of Aggregation on Prediction in the Autoregressive Model170 cited
  • 1987Forecasting Aggregated Vector ARMA Processes161 cited

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  • 1972Asymptotic Behaviour of Temporal Aggregates of Time Series155 cited
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