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Examination of Some More Powerful Modifications of the Dickey–Fuller Test
10 references·16 citing·35 second hop
Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005)Examination of Some More Powerful Modific…recursive Mean Adjustment for Unit Root Tests (2001)recursive Mean Adjustment for…Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution (1999)Efficient Tests for a Unit Ro…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS (1995)TESTING FOR UNIT ROOTS USING …A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…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 …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Regional or global shock? A global VAR analysis of Asian economic and financial integration (2018)Regional or global shock? 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References

  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence405 cited
  • 1999Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution246 cited
  • 1995TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS210 cited
  • 2001recursive Mean Adjustment for Unit Root Tests93 cited

Cited by

  • 2009On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach111 cited
  • 2012China's Emergence in the World Economy and Business Cycles in Latin America107 cited
  • 2016Energy consumption, CO2emissions, economic growth, and foreign trade relationship in Cyprus and Malta103 cited
  • 2012Natural gas prices and stock prices: Evidence from EU-15 countries

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89 cited
  • 2012TURKISH BANKING SECTOR’S PROFITABILITY FACTORS86 cited
  • 2009Pairwise Tests of Purchasing Power Parity71 cited
  • 2009UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST59 cited
  • 2006The Impact of Exporting and Export Destination on Manufacturing Wages: Evidence for Sub‐Saharan Africa51 cited
  • 2012Signaling Asset Price Bubbles with Time-Series Methods45 cited
  • 2012The role of credit in international business cycles34 cited
  • 2011China’s Emergence in the World Economy and Business Cycles in Latin America33 cited
  • 2014Linkages between the Eurozone and the South-Eastern European countries: A global VAR analysis30 cited
  • 2011China's Emergence in the World Economy and Business Cycles in Latin America29 cited
  • 2013Detrending Bootstrap Unit Root Tests25 cited
  • 2018Regional or global shock? A global VAR analysis of Asian economic and financial integration23 cited
  • 2007Unit Root Testing22 cited