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Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable
15 references·4 citing·22 second hop
Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable (1987)Finite Sample Distributions oftandFStatis…Trends and random walks in macroeconomic time series (1988)Trends and random walks in ma…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical Inference in Regressions with Integrated Processes: Part 1 (1988)Statistical Inference in Regr…Asymptotic Normality, When Regressors Have a Unit Root (1988)Asymptotic Normality, When Re…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…Unit Roots in Time Series Models: Tests and Implications (1986)Unit Roots in Time Series Mod…On the Theory of Testing for Unit Roots in Observed Time Series (1986)On the Theory of Testing for …Testing the autoregressive parameter with the t statistic (1985)Testing the autoregressive pa…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…The Adjustment of Consumption to Changing Expectations About Future Income (1981)The Adjustment of Consumption…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Wage Movements and the Labour Market Equilibrium Hypothesis (1980)Wage Movements and the Labour…Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Stochastic Implications of th…Modelling monetary transmission in UK manufacturing industry (2009)Modelling monetary transmissi…Unit root testing in integer-valued AR(1) models (2001)Unit root testing in integer-…The distribution of the Durbin-Watson statistic in integrated and near-integrated models (1994)The distribution of the Durbi…Semiparametric Tests for Double Unit Roots (1994)Semiparametric Tests for Doub…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A Theory of the Consumption Function (1958)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)No news is good news (1992)Capital markets research in accounting (2001)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Time Series Analysis: Forecasting and Control (1977)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)Bounds testing approaches to the analysis of level relationships (2001)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)Testing for unit roots in heterogeneous panels (2003)Structural analysis of vector error correction models with exogenous I(1) variables (2000)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)
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70 cited

Cited by

  • 1994Semiparametric Tests for Double Unit Roots25 cited
  • 1994The distribution of the Durbin-Watson statistic in integrated and near-integrated models22 cited
  • 2001Unit root testing in integer-valued AR(1) models19 cited
  • 2009Modelling monetary transmission in UK manufacturing industry17 cited