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Non-stationarity Tests in Macroeconomic Time Series
16 references·3 citing·33 second hop
Non-stationarity Tests in Macroeconomic Time Series (2005)Non-stationarity Tests in Macroeconomic T…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Journal of the American Statistical Association (1995)Journal of the American Stati…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…A Contribution to the Empirics of Economic Growth (1992)A Contribution to the Empiric…Economic Growth in a Cross Section of Countries (1991)Economic Growth in a Cross Se…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Se…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…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…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Expectations and the neutrality of money (1972)Expectations and the neutrali…A Contribution to the Theory of Economic Growth (1956)A Contribution to the Theory …Rank-size City Dynamics in China and India, 1981–2004 (2010)Rank-size City Dynamics in Ch…New international evidence on the cyclical behaviour of output: Kuznets swings reconsidered (2007)New international evidence on…Bimetallism: The “rules of the game” (2007)Bimetallism: The “rules of th…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)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)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Greed and grievance in civil war (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)Increasing Returns and Economic Geography (1990)Endogenous Technological Change (1989)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Alternative projections of mortality and disability by cause 1990–2020: Global Burden of Disease Study (1997)
this work references cited by second hop

References

  • 1956A Contribution to the Theory of Economic Growth24,458 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Increasing Returns and Long-Run Growth20,133 cited
  • 1992A Contribution to the Empirics of Economic Growth15,276 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Economic Growth in a Cross Section of Countries9,446 cited
  • 1989Economic Growth in a Cross Section of Countries8,385 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Journal of the American Statistical Association5,337 cited
  • 1972Expectations and the neutrality of money4,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited

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1982
Trends and random walks in macroeconmic time series
4,670 cited

Cited by

  • 2010Rank-size City Dynamics in China and India, 1981–200471 cited
  • 2007New international evidence on the cyclical behaviour of output: Kuznets swings reconsidered15 cited
  • 2007Bimetallism: The “rules of the game”13 cited