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Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions
10 references·0 citing·26 second hop
Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions (2018)Unit-root Tests Based on Forward and Reve…Response surface models for the Leybourne unit root tests and lag order dependence (2011)Response surface models for t…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 …Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…The power problems of unit root test in time series with autoregressive errors (1992)The power problems of unit ro…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 Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1 (2020)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Time Series Analysis: Forecasting and Control (1977)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis (2013)Estimation for Autoregressive Processes with Unit Roots (1979)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Determining the Number of Factors in Approximate Factor Models (2002)A PANIC Attack on Unit Roots and Cointegration (2004)American Economic Review (2019)Further evidence on breaking trend functions in macroeconomic variables (1997)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The saving and investment nexus for China: evidence from cointegration tests (2005)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Statistical analysis of cointegration vectors (1988)
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References

  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,263 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
  • 1992The power problems of unit root test in time series with autoregressive errors419 cited
  • 1995TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY‐FULLER REGRESSIONS211 cited
  • 2011Response surface models for the Leybourne unit root tests and lag order dependence17 cited

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