Crossref Citations
This Book has been
cited by the following publications. This list is generated based on data provided by Crossref.
Quineche, Ricardo
and
Rodríguez, Gabriel
2017.
Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations.
Econometrics,
Vol. 5,
Issue. 2,
p.
17.
Kim, Jae
and
Choi, In
2017.
Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels.
Econometrics,
Vol. 5,
Issue. 3,
p.
41.
Zhou, Bo
Van den Akker, Ramon
and
Werker, Bas J. M.
2017.
Semiparametrically Optimal Hybrid Rank Tests for Unit Roots.
SSRN Electronic Journal ,
2017.
Time Series Analysis.
p.
865.
Dimian, Gina Cristina
Aceleanu, Mirela Ionela
Ileanu, Bogdan Vasile
and
Șerban, Andreea Claudia
2018.
UNEMPLOYMENT AND SECTORAL COMPETITIVENESS IN SOUTHERN EUROPEAN UNION COUNTRIES. FACTS AND POLICY IMPLICATIONS.
Journal of Business Economics and Management,
Vol. 19,
Issue. 3,
p.
474.
2018.
Linear Models and Time‐Series Analysis.
p.
825.
Hansen, Bruce
and
Racine, Jeffrey
2018.
Bootstrap Model Averaging Unit Root Inference.
SSRN Electronic Journal ,
Philips, Andrew Q.
2018.
Have Your Cake and Eat It Too? Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models.
American Journal of Political Science,
Vol. 62,
Issue. 1,
p.
230.
Gokmenoglu, Korhan
and
Rafik, Rabiatul Adawiyah Mohamed
2018.
Emerging Trends in Banking and Finance.
p.
16.
Zhou, Bo
van den Akker, Ramon
and
Werker, Bas J. M.
2019.
Semiparametrically point-optimal hybrid rank tests for unit roots.
The Annals of Statistics,
Vol. 47,
Issue. 5,
Kim, Jae H.
and
Robinson, Andrew P.
2019.
Interval-Based Hypothesis Testing and Its Applications to Economics and Finance.
Econometrics,
Vol. 7,
Issue. 2,
p.
21.
Gahn, Santiago José
and
González, Alejandro
2019.
On the ‘utilisation controversy’: a comment.
Cambridge Journal of Economics,
del Barrio, Tomás
Camarero, Mariam
and
Tamarit, Cecilio
2019.
Testing for Periodic Integration with a Changing Mean.
Computational Economics,
Vol. 54,
Issue. 1,
p.
45.
Choi, In
2019.
Unit Root Tests for Dependent Micropanels.
The Japanese Economic Review,
Vol. 70,
Issue. 2,
p.
145.
Choi, Jungjun
and
Choi, In
2019.
Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors.
Annals of the Institute of Statistical Mathematics,
Vol. 71,
Issue. 5,
p.
1121.
Karavias, Yiannis
and
Tzavalis, Elias
2019.
Generalized fixed‐T panel unit root tests.
Scandinavian Journal of Statistics,
Vol. 46,
Issue. 4,
p.
1227.
Murphy, Ryan H.
and
O’Reilly, Colin
2019.
Applying panel vector autoregression to institutions, human capital, and output.
Empirical Economics,
Vol. 57,
Issue. 5,
p.
1633.
Webb, Clayton
Linn, Suzanna
and
Lebo, Matthew
2019.
A Bounds Approach to Inference Using the Long Run Multiplier.
Political Analysis,
Vol. 27,
Issue. 3,
p.
281.
Smeekes, Stephan
and
Wijler, Etienne
2020.
Macroeconomic Forecasting in the Era of Big Data.
Vol. 52,
Issue. ,
p.
541.
Webb, Clayton
Linn, Suzanna
and
Lebo, Matthew J.
2020.
Beyond the Unit Root Question: Uncertainty and Inference.
American Journal of Political Science,
Vol. 64,
Issue. 2,
p.
275.
