Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Unit Roots and Cointegration

16 references·2 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
n.d.Forecasting principles and practice4,364 cited
2002Determining the Number of Factors in Approximate Factor Models4,110 cited
2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
2015FRED-MD: A Monthly Database for Macroeconomic Research908 cited
2008The Time-Varying Volatility of Macroeconomic Fluctuations844 cited
2005The Generalized Dynamic Factor Model824 cited
2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited
1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
2007Determining the Number of Factors in the General Dynamic Factor Model

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

559 cited

2008Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components?521 cited

Cited by

2018Assessing Inflation Convergence in the East African Community20 cited
2019Trade openness and child health: a heterogeneous panel cointegration analysis20 cited