-
1
-
-
0000501656
-
Information theory and an extension of the maximum likelihood principle
-
B. Petrov and F. Csake, eds., Budapest: Akademiai Kiado
-
Akaike, H. (1973): "Information theory and an extension of the maximum likelihood principle," in B. Petrov and F. Csake, eds., Second International Symposium on Information Theory, Budapest: Akademiai Kiado.
-
(1973)
Second International Symposium on Information Theory
-
-
Akaike, H.1
-
2
-
-
0002628833
-
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate
-
Bierens, H.J. (1997): "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate," Journal of Econometrics, 81, 29-64.
-
(1997)
Journal of Econometrics
, vol.81
, pp. 29-64
-
-
Bierens, H.J.1
-
3
-
-
0034397997
-
Nonparametric nonlinear co-trending analysis, with an application to interest and inflation in the U.S.
-
Bierens, H.J. (2000): "Nonparametric nonlinear co-trending analysis, with an application to interest and inflation in the U.S.," Journal of Business and Economic Statistics, 18, 323-337.
-
(2000)
Journal of Business and Economic Statistics
, vol.18
, pp. 323-337
-
-
Bierens, H.J.1
-
4
-
-
14844356456
-
Unit roots
-
B.H. Baltagi, ed., Oxford: Blackwell
-
Bierens, H.J. (2001): "Unit Roots," in B.H. Baltagi, ed., A Companion to Theoretical Econometrics, Oxford: Blackwell, 610-633.
-
(2001)
A Companion to Theoretical Econometrics
, pp. 610-633
-
-
Bierens, H.J.1
-
5
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D. A., and W.A. Fuller (1979): "Distribution of the Estimators for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association, 74, 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
6
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott, G., T.J. Rothenberg, and J.H. Stock (1996): "Efficient Tests for an Autoregressive Unit Root," Econometrica, 64, 813-836.
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothenberg, T.J.2
Stock, J.H.3
-
7
-
-
21344467759
-
Long-run money demand in Canada: In search of stability
-
Haug, A.A., and R.F. Lucas (1996): "Long-run money demand in Canada: In search of stability," Review of Economics and Statistics, 78, 345-348.
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 345-348
-
-
Haug, A.A.1
Lucas, R.F.2
-
8
-
-
0000748086
-
The stability of long-run money demand in five industrial countries
-
Hoffman, D.L., R.H. Rasche, and M.A. Tieslau (1995): "The stability of long-run money demand in five industrial countries," Journal of Monetary Economics, 35, 317-339.
-
(1995)
Journal of Monetary Economics
, vol.35
, pp. 317-339
-
-
Hoffman, D.L.1
Rasche, R.H.2
Tieslau, M.A.3
-
9
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
-
Johansen, S., and K. Juselius (1990): "Maximum likelihood estimation and inference on cointegration - with applications to the demand for money," Oxford Bulletin of Economics and Statistics, 52, 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
10
-
-
0000573656
-
Stochastic trends and economic fluctuations
-
King, R.G., C.I. Plosser, J.H. Stock, and M.W. Watson (1991): "Stochastic trends and economic fluctuations," American Economic Review, 81, 819-840.
-
(1991)
American Economic Review
, vol.81
, pp. 819-840
-
-
King, R.G.1
Plosser, C.I.2
Stock, J.H.3
Watson, M.W.4
-
11
-
-
34247480179
-
Testing the null of stationarity against the alternative of a unit root
-
Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, and Y. Shin (1992): "Testing the null of stationarity against the alternative of a unit root," Journal of Econometrics, 54, 159-178.
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.C.B.2
Schmidt, P.3
Shin, Y.4
-
12
-
-
85042569734
-
On a measure of lack of fit in time series models
-
Ljung, G., and G. Box (1979): "On a measure of lack of fit in time series models," Biometrika, 66, 265-70.
-
(1979)
Biometrika
, vol.66
, pp. 265-270
-
-
Ljung, G.1
Box, G.2
-
14
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng, S., and P. Perron (1995): "Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag," Journal of the American Statistical Association, 90, 268-281.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
15
-
-
0001904848
-
Testing for a unit root in the presence of a maintained trend
-
B. Raj, ed., Dordrecht: Kluwer
-
Ouliaris, S., J.Y. Park, and P.C.B. Phillips (1989): "Testing for a unit root in the presence of a maintained trend," in B. Raj, ed., Advances in Econometrics and Modelling, Dordrecht: Kluwer, 6-28.
-
(1989)
Advances in Econometrics and Modelling
, pp. 6-28
-
-
Ouliaris, S.1
Park, J.Y.2
Phillips, P.C.B.3
-
16
-
-
0003332240
-
A new approach to testing for a unit root
-
Cornell University
-
Park, J.Y., and B. Choi (1988): "A new approach to testing for a unit root," CAE Working Paper 88-23, Cornell University.
-
(1988)
CAE Working Paper 88-23
-
-
Park, J.Y.1
Choi, B.2
-
17
-
-
0000899296
-
The great crash, the oil price shock, and the unit root hypothesis
-
Perron, P. (1989): "The great crash, the oil price shock, and the unit root hypothesis," Econometrica, 57, 1361-1402.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1402
-
-
Perron, P.1
-
18
-
-
84948500109
-
Testing for a unit root in a time series with a changing mean
-
Perron, P. (1990): "Testing for a unit root in a time series with a changing mean," Journal of Business and Economic Statistics, 8, 153-162.
-
(1990)
Journal of Business and Economic Statistics
, vol.8
, pp. 153-162
-
-
Perron, P.1
-
19
-
-
70350105390
-
Unit roots, structural breaks and trends
-
R.F. Engle and D.L. McFadden, eds., Amsterdam: Elsevier Press
-
Stock, J. H. (1994): "Unit Roots, Structural Breaks and Trends," in R.F. Engle and D.L. McFadden, eds., Handbook of Econometrics, vol. 4, Amsterdam: Elsevier Press, 2739-2841.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2739-2841
-
-
Stock, J.H.1
-
20
-
-
77956750491
-
Business cycle fluctuations in U.S. macroeconomic time series
-
J.B. Taylor and M. Woodford, eds., Amsterdam: Elsevier
-
Stock, J.H., and M.W. Watson (1999): "Business cycle fluctuations in U.S. macroeconomic time series," in J.B. Taylor and M. Woodford, eds., Handbook of Macroeconomics, Amsterdam: Elsevier, 3-64.
-
(1999)
Handbook of Macroeconomics
, pp. 3-64
-
-
Stock, J.H.1
Watson, M.W.2
|