-
1
-
-
0001758906
-
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
-
Andrews, D. W. K. (1991). 'Heteroskedasticity and autocorrelation consistent covariance matrix estimation', Econometrica, Vol. 59, pp. 817-58.
-
(1991)
Econometrica
, vol.59
, pp. 817-858
-
-
Andrews, D.W.K.1
-
2
-
-
0000335893
-
Error. Correction mechanism tests for cointegration in single-equation framework
-
Banerjee, A., Dolado, J. J. and Mestre, R. (1998). 'Error. Correction mechanism tests for cointegration in single-equation framework', Journal of Time Series Analysis, Vol. 19, pp. 267-84.
-
(1998)
Journal of Time Series Analysis
, vol.19
, pp. 267-284
-
-
Banerjee, A.1
Dolado, J.J.2
Mestre, R.3
-
5
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
Campbell, J. Y. and Perron, P. (1991). 'Pitfalls and opportunities: what macroeconomists should know about unit roots', NBER Macroeconomics Annual, pp. 141-201.
-
(1991)
NBER Macroeconomics Annual
, pp. 141-201
-
-
Campbell, J.Y.1
Perron, P.2
-
9
-
-
0039803054
-
On the existence and interpretation of a "unit root" in US GNP
-
De Long, J. B. and Summers, L. H. (1988). 'On the existence and interpretation of a "unit root" in US GNP', NBER W.P. no. 2716.
-
(1988)
NBER W.P. No. 2716
, vol.2716
-
-
De Long, J.B.1
Summers, L.H.2
-
11
-
-
21844494241
-
Rethinking the univariate approach to unit root testing -using covariates to increase power
-
Hansen, B. E. (1995). 'Rethinking the univariate approach to unit root testing -Using covariates to increase power', Econometric Theory, Vol. 11, pp. 1148-71.
-
(1995)
Econometric Theory
, vol.11
, pp. 1148-1171
-
-
Hansen, B.E.1
-
12
-
-
84974082784
-
Testing for cointegration when some of the cointegrating vectors are prespecified
-
Horvath, M. T. K. and Watson, M. W. (1995). 'Testing for cointegration when some of the cointegrating vectors are prespecified', Econometric Theory, Vol. 11, pp. 984-1014.
-
(1995)
Econometric Theory
, vol.11
, pp. 984-1014
-
-
Horvath, M.T.K.1
Watson, M.W.2
-
13
-
-
84981573691
-
The power of cointegration tests
-
Kremers, J. J. M., Ericsson, N. R. and Dolado, J. J. (1992). 'The power of cointegration tests', BULLETIN, Vol. 54, pp. 325-48.
-
(1992)
BULLETIN
, vol.54
, pp. 325-348
-
-
Kremers, J.J.M.1
Ericsson, N.R.2
Dolado, J.J.3
-
14
-
-
0040989615
-
Unit roots in macroeconomic time series: Some critical issues
-
McCallum, B. T. (1993). 'Unit roots in macroeconomic time series: some critical issues', NBER W.P. no. 4368.
-
(1993)
NBER W.P. No. 4368
, vol.4368
-
-
McCallum, B.T.1
-
15
-
-
0001397560
-
Comment on "pitfalls and opportunites: What macroeconomists should know about unit roots"
-
Miron, J. A. (1991). 'Comment on "Pitfalls and opportunites: what macroeconomists should know about unit roots"', NBER Macroeconomics Annual, pp. 211-19.
-
(1991)
NBER Macroeconomics Annual
, pp. 211-219
-
-
Miron, J.A.1
-
16
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson, C. and Plosser, C. (1982). 'Trends and random walks in macroeconomic time series: some evidence and implications', Journal of Monetary Economics, Vol. 10, pp. 139-62.
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.1
Plosser, C.2
-
18
-
-
0004218436
-
-
mimeo, Department of Applied Economics, University of Cambridge
-
Pesaran, M. H., Shin, Y. and Smith, R. J. (1996). 'Testing for the existence of a long-run relationship', mimeo, Department of Applied Economics, University of Cambridge.
-
(1996)
Testing for the Existence of a Long-run Relationship
-
-
Pesaran, M.H.1
Shin, Y.2
Smith, R.J.3
-
19
-
-
0001165719
-
The uncertain unit root in real GNP
-
Rudebusch, G. D. (1993). 'The uncertain unit root in real GNP', American Economic Review, Vol. 83, pp. 264-72.
-
(1993)
American Economic Review
, vol.83
, pp. 264-272
-
-
Rudebusch, G.D.1
-
20
-
-
0040526854
-
Unit roots and their dependence on the conditioning information set
-
Spanos, A. (1990). 'Unit roots and their dependence on the conditioning information set', Advances in Econometrics, Vol. 8, pp. 271-92.
-
(1990)
Advances in Econometrics
, vol.8
, pp. 271-292
-
-
Spanos, A.1
-
21
-
-
0039925680
-
Confidence intervals for the largest autoregressive root in US macroeconomic time series
-
Stock, J. H. (1991). 'Confidence intervals for the largest autoregressive root in US macroeconomic time series', Journal of Monetary Economics, Vol. 28, pp. 435-59.
-
(1991)
Journal of Monetary Economics
, vol.28
, pp. 435-459
-
-
Stock, J.H.1
-
22
-
-
70350105390
-
Unit roots, structural breaks and trends
-
Engle, R. F. and McFadden, D. L. (eds.), chapter 46, Elsevier, Amsterdam
-
Stock, J. H. (1994). 'Unit roots, structural breaks and trends', in Engle, R. F. and McFadden, D. L. (eds.), Handbook of Econometrics, Vol. 4, chapter 46, pp. 2379-841, Elsevier, Amsterdam.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2379-2841
-
-
Stock, J.H.1
-
23
-
-
0000167804
-
On the interpretation of near random walk behavior in GNP
-
West, K. D. (1988). 'On the interpretation of near random walk behavior in GNP', American Economic Review, Vol. 778, pp. 202-08.
-
(1988)
American Economic Review
, vol.778
, pp. 202-208
-
-
West, K.D.1
|