Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Testing for Unit Roots: What Should Students Be Taught?

8 references·16 citing·38 second hop

FromToDepth

this work references cited by second hop

References

1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1988Trends and random walks in macroeconomic time series2,433 cited
1992NBER Macroeconomics Annual 1990692 cited
1990COINTEGRATION AND UNIT ROOTS638 cited
1986Unit roots, structural breaks and trends438 cited
1996Cointegration for the Applied Economist260 cited
1994Chapter 46 Unit roots, structural breaks and trends243 cited

Cited by

2009Oil price uncertainty in Canada131 cited
2009On the link between fiscal decentralization and public debt in OECD countries127 cited
2007Long memory in energy futures prices123 cited
2006Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate89 cited
2010Oil volatility and the option value of waiting: An analysis of the G-778 cited
2005Unit roots in macroeconomic time series: theory, implications, and evidence74 cited
2011The influence of ETFs on the price discovery of gold, silver and oil68 cited

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

2007

Long memory in commodity futures volatility: A wavelet perspective

45 cited

2007Unreal exchange rates: a simulation‐based approach to adjust misleading PPP estimates30 cited

2010Deterministic or Stochastic Trend27 cited

2020Heads and Tails of Earnings Management: Quantitative Analysis in Emerging Countries26 cited

2008Capital Market Integration in Japan25 cited

2013A modified Taylor rule for the Brazilian economy: convention and conservatism in eleven years of inflation targeting (2000-2010)22 cited

2016Stock Market Liberalization and Price Discovery: Evidence from the Shanghai-Hong Kong Stock Connect22 cited

2015Italy’s decline and the balance-of-payments constraint: a multicountry analysis18 cited

2015Economic growth and balance-of-payments constraint in Vietnam12 cited