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The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
16 references·0 citing·27 second hop
The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors (1996)The adequacy of asymptotic approximations…Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Useful Modifications to some …Local asymptotic distribution related to the AR(1) model with dependent errors (1994)Local asymptotic distribution…The power problems of unit root test in time series with autoregressive errors (1992)The power problems of unit ro…Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary (1991)Asymptotic Distributions of U…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…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…Asymptotic Expansions in Nonstationary Vector Autoregressions (1987)Asymptotic Expansions in Nons…Testing For Unit Roots: 1 (1981)Testing For Unit Roots: 1Distribution 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…Statistical Inference in Dynamic Economic Models (1950)Statistical Inference in Dyna…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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)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)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)An overview of structural equation modeling: its beginnings, historical development, usefulness and controversies in the social sciences (2017)Long-run PPP may not hold after all (2000)Nonparametric tests for unit roots and cointegration (2002)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Spurious regression and residual-based tests for cointegration in panel data (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)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)Testing for unit roots in heterogeneous panels (2003)
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68 cited
  • 1994Local asymptotic distribution related to the AR(1) model with dependent errors51 cited
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