Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Low-Frequency Econometrics

14 references·1 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
1996Long memory processes and fractional integration in econometrics1,879 cited
1989Testing for the Constancy of Parameters Over Time973 cited
1987Towards a Unified Asymptotic Theory for Autoregression842 cited
1986Unit roots, structural breaks and trends438 cited
1974Band Spectrum Regression351 cited
2012A quarterly, utilization-adjusted series on total factor productivity339 cited
1998On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots255 cited
1997Nonparametric cointegration analysis202 cited
2006Testing Models of Low-Frequency Variability59 cited
2000Confidence Sets for Cointegrating Coefficients Based on Stationarity Tests36 cited

Cited by

2020Which Output Gap Estimates Are Stable in Real Time and Why?16 cited

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