References

No references inside the corpus for this window.

Cited by

• 2004Non-parametric direct multi-step estimation for forecasting economic processes121 cited
• 1990Time Series Regression With a Unit Root and Infinite-Variance Errors119 cited
• 1997An empirical study of seasonal unit roots in forecasting100 cited
• 1996MULTI‐STEP ESTIMATION FOR FORECASTING98 cited
• 2013ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR93 cited
• 1991Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary78 cited
• 1995Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model76 cited
• 1996RECENT ADVANCES IN MODELLING SEASONALITY71 cited
• 1992DURBIN‐HAUSMAN TESTS FOR A UNIT ROOT60 cited
• 1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection45 cited
• 1996BOOTSTRAPPING THE TRACE STATISTIC IN VAR MODELS: MONTE CARLO RESULTS AND APPLICATIONS43 cited
• 2010Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error40 cited
• 1992JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS37 cited
• 1999On the distributions of Augmented Dickey–Fuller statistics in processes with moving average components