-
1
-
-
0011938336
-
Unit-root tests and the burden of proof
-
Bank of Canada. Working Paper No. 92-97
-
Amano R, van Norden S (1992) Unit-root tests and the burden of proof. Bank of Canada. Working Paper No. 92-7
-
(1992)
-
-
Amano, R.1
van Norden, S.2
-
2
-
-
0346906789
-
Estimating and testing linear models with multiple structural changes
-
Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66:47-78
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
3
-
-
44949279468
-
Shifting trends, segmented trends, and infrequent permanent shocks
-
Balke N, Fomby T (1991) Shifting trends, segmented trends, and infrequent permanent shocks. Journal of Monetary Economics 28:61-85
-
(1991)
Journal of Monetary Economics
, vol.28
, pp. 61-85
-
-
Balke, N.1
Fomby, T.2
-
4
-
-
0037395602
-
Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
-
Ben-David D, Lumsdaine R, Papell D (2003) Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks. Empirical Economics 28: 303-319
-
(2003)
Empirical Economics
, vol.28
, pp. 303-319
-
-
Ben-David, D.1
Lumsdaine, R.2
Papell, D.3
-
5
-
-
58149365309
-
The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact
-
Ben-David D, Papell D (1995) The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact. Journal of Monetary Economics 36:453-475
-
(1995)
Journal of Monetary Economics
, vol.36
, pp. 453-475
-
-
Ben-David, D.1
Papell, D.2
-
6
-
-
0032264066
-
Slowdowns and meltdowns: Post-war growth evidence from 74 countries
-
Ben-David D, Papell D (1998) Slowdowns and meltdowns: Post-war growth evidence from 74 countries. Review of Economics and Statistics 80:561-571
-
(1998)
Review of Economics and Statistics
, vol.80
, pp. 561-571
-
-
Ben-David, D.1
Papell, D.2
-
7
-
-
38249001456
-
Higher order autocorrelations and the unit root hypothesis
-
Bierens H (1993) Higher order autocorrelations and the unit root hypothesis. Journal of Econometrics 57:137-160
-
(1993)
Journal of Econometrics
, vol.57
, pp. 137-160
-
-
Bierens, H.1
-
8
-
-
0002628833
-
Testing the unit root hypothesis against nonlinear trend stationaty, With an application to the price level and interest rate in the U.S
-
Bierens H (1997) Testing the unit root hypothesis against nonlinear trend stationaty, With an application to the price level and interest rate in the U.S. Journal of Econometrics 61:29-64
-
(1997)
Journal of Econometrics
, vol.61
, pp. 29-64
-
-
Bierens, H.1
-
9
-
-
0347502817
-
EasyReg international 2001
-
Pennsylvania State University
-
Bierens H (2001) EasyReg international 2001. Pennsylvania State University, http://econ.la.psu.edu/~hbierens/easyreg.htm
-
(2001)
-
-
Bierens, H.1
-
10
-
-
33746299651
-
Testing stationarity and trend stationarity against the unit root hypothesis
-
Bierens H, Guo S (1993) Testing stationarity and trend stationarity against the unit root hypothesis. Econometric Review 12:1-32
-
(1993)
Econometric Review
, vol.12
, pp. 1-32
-
-
Bierens, H.1
Guo, S.2
-
11
-
-
0002616350
-
Confirmatory data analysis: The joint application of stationarity and unit root tests
-
Discussion Papers in Quantitative Economics & Computing No.20. University of Reading
-
Burke S (1994) Confirmatory data analysis: The joint application of stationarity and unit root tests. Discussion Papers in Quantitative Economics&Computing No.20. University of Reading
-
(1994)
-
-
Burke, S.1
-
12
-
-
0001397560
-
Pitfalls and opportunities: What macroeconomists should know about unit roots
-
Blanchard O, Fischer S (eds) MIT Press
-
Campbell J, Perron P (1991) Pitfalls and opportunities: What macroeconomists should know about unit roots. In: Blanchard O, Fischer S (eds), NBER Macroeconomic Annual, 141-201. MIT Press
-
(1991)
NBER Macroeconomic Annual
, pp. 141-201
-
-
Campbell, J.1
Perron, P.2
-
13
-
-
0029749201
-
Deterministic, stochastic, and segmented trends in aggregate output: A cross-country analysis
-
Cheung YW, Chinn M (1996) Deterministic, stochastic, and segmented trends in aggregate output: A cross-country analysis. Oxford Economic Papers 48:134-162
-
(1996)
Oxford Economic Papers
, vol.48
, pp. 134-162
-
-
Cheung, Y.W.1
Chinn, M.2
-
17
-
-
0043169278
-
Endogenous growth: Lessons for and from economic history
-
Kreps D, Wallis K (eds.) Cambridge University Press, Cambridge
-
Crafts N (1997) Endogenous growth: Lessons for and from economic history, In Kreps D, Wallis K (eds.) Advances in Economics and Econometrics: Theory and Applications, vol. II. Cambridge University Press, Cambridge
-
(1997)
Advances in Economics and Econometrics: Theory and Applications
, vol.2
-
-
Crafts, N.1
-
18
-
-
0038097468
-
Does output have a unit root? New international evidence
-
De Haan J, Zelhorst D (1993) Does output have a unit root? New international evidence. Applied Economics 25: 953-60
-
(1993)
Applied Economics
, vol.25
, pp. 953-960
-
-
De Haan, J.1
Zelhorst, D.2
-
19
-
-
0001414237
-
The uncertain unit root in real GNP: Comment
-
Diebold F, Senhadji A (1996) The uncertain unit root in real GNP: Comment. American Economic Review 86:1291-1298
-
(1996)
American Economic Review
, vol.86
, pp. 1291-1298
-
-
Diebold, F.1
Senhadji, A.2
-
20
-
-
0030356207
-
Efficient tests for an autoregressive unit root
-
Elliott G, Rothemberg T, Stock J (1996) Efficient tests for an autoregressive unit root. Econometrica 64:813-836
-
(1996)
Econometrica
, vol.64
, pp. 813-836
-
-
Elliott, G.1
Rothemberg, T.2
Stock, J.3
-
21
-
-
84950655372
-
Fitting segmented polynomid regression models whose join points have to be estimated
-
Gallant AR, Fuller WA (1973) Fitting segmented polynomid regression models whose join points have to be estimated Journal of the American Statistcal Association: 68:144-147
-
(1973)
Journal of the American Statistcal Association
, vol.68
, pp. 144-147
-
-
Gallant, A.R.1
Fuller, W.A.2
-
22
-
-
84986759400
-
The estimation and application of long memory time series models
-
Geweke J, Porter-Hudak S (1983) The estimation and application of long memory time series models. Journal of Time Series Analysis 4:221-238
-
(1983)
Journal of Time Series Analysis
, vol.4
, pp. 221-238
-
-
Geweke, J.1
Porter-Hudak, S.2
-
23
-
-
84864410847
-
Testing for a unit root in time series with pretest data-based model selection
-
Hall A (1994) Testing for a unit root in time series with pretest data-based model selection. Journal of Business and Economic Statistics 12:449-470
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 449-470
-
-
Hall, A.1
-
24
-
-
0001890195
-
Why do some countries produce so much more output per worker than others?
-
Hall R, Jones C (1999) Why do some countries produce so much more output per worker than others? Quarterly Journal of Economics 114:83-116
-
(1999)
Quarterly Journal of Economics
, vol.114
, pp. 83-116
-
-
Hall, R.1
Jones, C.2
-
25
-
-
0011638735
-
The new econometrics of structural change: Dating breaks in U.S. labor productivity
-
Hansen B (2001) The new econometrics of structural change: Dating breaks in U.S. labor productivity. Journal of Economic Perspectives 15:117-128
-
(2001)
Journal of Economic Perspectives
, vol.15
, pp. 117-128
-
-
Hansen, B.1
-
26
-
-
0009236988
-
Bootstrap methods in nonparametric regression
-
CORE Discussion Paper No. 9049
-
Hardle W, Mammen E (1990) Bootstrap methods in nonparametric regression. CORE Discussion Paper No. 9049
-
(1990)
-
-
Hardle, W.1
Mammen, E.2
-
27
-
-
0004044908
-
Modern economic growth: Rate, structure and spread
-
Yale University press
-
Kuznets S (1966) Modern economic growth: Rate, structure and spread, Yale University press.
-
(1966)
-
-
Kuznets, S.1
-
28
-
-
34247480179
-
Testing the null hypothesis of stationarity against the alternative of a unit root: How Sure Are We That Economic Time Series Have a Unit Root?
-
Kwiatkowski D, Phillips P, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How Sure Are We That Economic Time Series Have a Unit Root? Journal of Econometrics 54:159-178
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.2
Schmidt, P.3
Shin, Y.4
-
29
-
-
0013498231
-
Minimum LM unit root test
-
Faculty Working Paper No. 9932, University of Central Florida
-
Lee J, Stracizich M (1999) Minimum LM unit root test. Faculty Working Paper No. 9932, University of Central Florida
-
(1999)
-
-
Lee, J.1
Stracizich, M.2
-
30
-
-
0242594709
-
Minimum LM unit root tests with two structural breaks
-
Lee J, Strazicich M (2003) Minimum LM unit root tests with two structural breaks. Review of Economics and Statistics 85: 1082-1089.
-
(2003)
Review of Economics and Statistics
, vol.85
, pp. 1082-1089
-
-
Lee, J.1
Strazicich, M.2
-
32
-
-
0004267749
-
Phases of capitalist development
-
Oxford University press
-
Maddison A (1982) Phases of capitalist development. Oxford University press
-
(1982)
-
-
Maddison, A.1
-
33
-
-
0003462794
-
Dynamic forces in capitalist development
-
Oxford University press
-
Maddison A (1991) Dynamic forces in capitalist development Oxford University press
-
(1991)
-
-
Maddison, A.1
-
34
-
-
0003682749
-
Monitoring the World Economy 1820-1992
-
OECD
-
Maddison A (1995) Monitoring the World Economy 1820-1992, OECD
-
(1995)
-
-
Maddison, A.1
-
35
-
-
0003713562
-
The lever of the riches
-
Oxford University Press
-
Mokyr J (1990) The lever of the riches. Oxford University Press.
-
(1990)
-
-
Mokyr, J.1
-
38
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson C, Plosser C (1982) Trends and random walks in macroeconomic time series: Some evidence and implications. Journal of Monetary Economics 10:139-162
-
(1982)
Journal of Monetary Economics
, vol.10
, pp. 139-162
-
-
Nelson, C.1
Plosser, C.2
-
39
-
-
21844518679
-
Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag
-
Ng S, Perron P (1995) Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 429:168-81
-
(1995)
Journal of the American Statistical Association
, vol.429
, pp. 168-181
-
-
Ng, S.1
Perron, P.2
-
40
-
-
0003540038
-
Institutions, institutional change and economic performance
-
Cambridge University Press, Cambridge
-
North D (1990) Institutions, institutional change and economic performance. Cambridge University Press, Cambridge
-
(1990)
-
-
North, D.1
-
41
-
-
0344497816
-
Unit root test against a trend Stationary alternative with multiple trend breaks
-
Discussion paper No. F-57. Institute of Social Science, University of Tokyo
-
Ohara (1996) Unit root test against a trend Stationary alternative with multiple trend breaks. Discussion paper No. F-57. Institute of Social Science, University of Tokyo
-
(1996)
-
-
Ohara, A.1
-
42
-
-
1542475983
-
Big bills left on the sidewalk: Why some nations are rich, and other poor
-
Olson M (1996) Big bills left on the sidewalk: Why some nations are rich, and other poor. Journal of Economic Perspectives 10:3-24
-
(1996)
Journal of Economic Perspectives
, vol.10
, pp. 3-24
-
-
Olson, M.1
-
43
-
-
84925081595
-
Global capital markets: Integration, crisis, and growth
-
Cambridge University Press, Cambridge
-
Obstfeld M, Taylor A (2002) Global capital markets: Integration, crisis, and growth. Cambridge University Press, Cambridge
-
(2002)
-
-
Obstfeld, M.1
Taylor, A.2
-
45
-
-
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 57:1361-1401
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
46
-
-
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
-
47
-
-
0001561726
-
Further evidence on breaking trend functions in macroeconomic variables
-
Perron P (1997) Further evidence on breaking trend functions in macroeconomic variables. Journal of Econometrics 80: 355-385
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
48
-
-
33646790699
-
Nonstationarity and level shifts with an application to purchasing power parity
-
Perron P, Vogelsang TJ (1992) Nonstationarity and level shifts with an application to purchasing power parity. 10:301-320
-
(1992)
, vol.10
, pp. 301-320
-
-
Perron, P.1
Vogelsang, T.J.2
-
49
-
-
17444363568
-
Trending time series and macroeconomic activity: Some present and future challenges
-
Cowles Foundation Discussion Paper No. 1264, Yale University
-
Phillips P (2000) Trending time series and macroeconomic activity: Some present and future challenges. Cowles Foundation Discussion Paper No. 1264, Yale University
-
(2000)
-
-
Phillips, P.1
-
50
-
-
77956888124
-
Testing for a unit root in time series regression
-
Phillips P Perron P (1988) Testing for a unit root in time series regression. Biometrika 75:335-346
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.1
Perron, P.2
-
51
-
-
0039758275
-
Needed: A theory of total factor productivity
-
Prescott E (1998) Needed: A theory of total factor productivity. International Economic Review 39:525-551
-
(1998)
International Economic Review
, vol.39
, pp. 525-551
-
-
Prescott, E.1
-
52
-
-
84986409030
-
International evidence on persistence in output in the presence of an episodic change
-
Raj B (1992) International evidence on persistence in output in the presence of an episodic change. Journal of Applied Econometrics 7:281-193
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 193-281
-
-
Raj, B.1
-
53
-
-
0001416896
-
Segmented trends and non-stationary time series
-
Rappoport P, Reichlin L (1989) Segmented trends and non-stationary time series. Economic Journal 99:168-177
-
(1989)
Economic Journal
, vol.99
, pp. 168-177
-
-
Rappoport, P.1
Reichlin, L.2
-
54
-
-
85016249703
-
The prewar business cycle reconsidered. New estimates of gross national product: 1869-1908
-
Romer C (1989) The prewar business cycle reconsidered. New estimates of gross national product: 1869-1908. Journal of Political Economy 97:1-37
-
(1989)
Journal of Political Economy
, vol.97
, pp. 1-37
-
-
Romer, C.1
-
55
-
-
0000031376
-
Trends and random walks in macroeconomic time series: A reexamination
-
Rudebusch G (1992) Trends and random walks in macroeconomic time series: A reexamination. International Economic Review 33:661-680
-
(1992)
International Economic Review
, vol.33
, pp. 661-680
-
-
Rudebusch, G.1
-
56
-
-
0001165719
-
The uncertain unit root in real GNP
-
Rudebusch G (1993) The uncertain unit root in real GNP. American Economic Review 83: 264-272
-
(1993)
American Economic Review
, vol.83
, pp. 264-272
-
-
Rudebusch, G.1
-
59
-
-
14344281401
-
Testing the random walk hypothesis: Power versus frequency of observations
-
Shiller R, Perron P (1985) Testing the random walk hypothesis: Power versus frequency of observations. Economics Letters 18:381-386
-
(1985)
Economics Letters
, vol.18
, pp. 381-386
-
-
Shiller, R.1
Perron, P.2
-
60
-
-
0000092786
-
The penn world table (mark 5): An expanded set of international comparisons
-
Summers R, Heston A (1991) The penn world table (mark 5): An expanded set of international comparisons. Quarterly Journal of Economics 106: 327-368
-
(1991)
Quarterly Journal of Economics
, vol.106
, pp. 327-368
-
-
Summers, R.1
Heston, A.2
-
61
-
-
0031316311
-
Wald-type tests for detecting shifts in the trend function of a dynamic time series
-
Vogelsang TJ (1997) Wald-type tests for detecting shifts in the trend function of a dynamic time series. Econometric Theory 13: 818-849
-
(1997)
Econometric Theory
, vol.13
, pp. 818-849
-
-
Vogelsang, T.J.1
-
62
-
-
21344494570
-
The nonstationarity of aggregate output: Some additional international evidence
-
Zelhorst D, De Haan J (1994) The nonstationarity of aggregate output: some additional international evidence. Journal of Money, Credit, and Banking 26:23-33
-
(1994)
Journal of Money, Credit, and Banking
, vol.26
, pp. 23-33
-
-
Zelhorst, D.1
De Haan, J.2
-
63
-
-
0008071117
-
Testing for a break in output: New international evidence
-
Zelhorst D, De Haan J (1995) Testing for a break in output: New international evidence. Oxford economic papers 47:357-362
-
(1995)
Oxford Economic Papers
, vol.47
, pp. 357-362
-
-
Zelhorst, D.1
De Haan, J.2
-
64
-
-
28444488750
-
Further evidence on the great crash, the oil-price shock, and the unit root hypothesis
-
Zivot E, Andrews D (1992) Further evidence on the great crash, the oil-price shock, and the unit root hypothesis. Journal of Business and Economic Statistics 10:251-270
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 251-270
-
-
Zivot, E.1
Andrews, D.2
|