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Numerical Distribution Functions for Seasonal Unit Root Tests
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Numerical Distribution Functions for Seasonal Unit Root Tests (2011)Numerical Distribution Functions for Seas…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constan…Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability (1995)Are Seasonal Patterns Constan…Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994)Approximate Asymptotic Distri…Seasonal unit roots in aggregate U.S. data (1993)Seasonal unit roots in aggreg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Statistical tools for simulation practitioners (1990)Statistical tools for simulat…Seasonal integration and cointegration (1990)Seasonal integration and coin…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION* (1988)SEASONALITY AND THE ORDER OF …Time Series Regression with a Unit Root (1987)Time Series Regression with a…Testing for Unit Roots in Seasonal Time Series (1984)Testing for Unit Roots in Sea…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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Critical Values for Cointegration Tests (2010)Trends and random walks in macroeconmic time series (1982)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)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Automatic Time Series Forecasting: The forecast Package for R (2008)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1990Seasonal integration and cointegration1,475 cited
  • 1984Testing for Unit Roots in Seasonal Time Series625 cited
  • 1990Statistical tools for simulation practitioners528 cited
  • 1994Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests469 cited
  • 1993Seasonal unit roots in aggregate U.S. data422 cited
  • 1995Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability368 cited
  • 1988SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*299 cited

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  • 1995Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability191 cited
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