-
1
-
-
21144463335
-
OLS bias in a nonstationary autoregression
-
Abadir, K. M. (1993a). 'OLS bias in a nonstationary autoregression', Econometric Theory, vol. 9, pp. 81-93.
-
(1993)
Econometric Theory
, vol.9
, pp. 81-93
-
-
Abadir, K.M.1
-
2
-
-
21144460482
-
On the asymptotic power of unit root tests
-
Abadir, K. M. (1993b). 'On the asymptotic power of unit root tests', Econometric Theory, vol. 9, pp. 189-221.
-
(1993)
Econometric Theory
, vol.9
, pp. 189-221
-
-
Abadir, K.M.1
-
3
-
-
21844522677
-
Unbiased estimation as a solution to testing for random walks
-
Abadir, K. M. (1995). 'Unbiased estimation as a solution to testing for random walks', Economics Letters, vol. 47, pp. 263-8.
-
(1995)
Economics Letters
, vol.47
, pp. 263-268
-
-
Abadir, K.M.1
-
4
-
-
0001681316
-
Two mixed normal densities from cointegration analysis
-
Abadir, K. M. and Paruolo, P. (1997). 'Two mixed normal densities from cointegration analysis', Econometrica, vol. 65, pp. 671-80.
-
(1997)
Econometrica
, vol.65
, pp. 671-680
-
-
Abadir, K.M.1
Paruolo, P.2
-
6
-
-
0001909342
-
The influence of VAR dimensions on estimator biases
-
Abadir, K. M., Hadri, K. and Tzavalis, E. (1999). 'The influence of VAR dimensions on estimator biases', Econometrica, vol. 67, pp. 163-81.
-
(1999)
Econometrica
, vol.67
, pp. 163-181
-
-
Abadir, K.M.1
Hadri, K.2
Tzavalis, E.3
-
7
-
-
0001357048
-
Testing for unit roots: 1
-
Evans, G. B.A. and Savin, N. E. (1981). 'Testing for unit roots: 1', Econometrica, vol. 49, pp. 753-79.
-
(1981)
Econometrica
, vol.49
, pp. 753-779
-
-
Evans, G.B.A.1
Savin, N.E.2
-
9
-
-
0040083188
-
On the exact moments of asymptotic distributions in all unstable AR(1) with dependent errors
-
Gonzalo, J. and Pitarakis, J.-Y. (1998). On the exact moments of asymptotic distributions in all unstable AR(1) with dependent errors', International Economic Review, vol. 39, pp. 71-88.
-
(1998)
International Economic Review
, vol.39
, pp. 71-88
-
-
Gonzalo, J.1
Pitarakis, J.-Y.2
-
10
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: Theory and evidence
-
Hall, R. E. (1978). 'Stochastic implications of the life cycle-permanent income hypothesis: theory and evidence', Journal of Political Economy, vol. 86, pp. 971-87.
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.E.1
-
12
-
-
0032592722
-
Bartlett correction for a likelihood ratio cointegration test
-
Jacobson, T. and Larsson, R. (1999). 'Bartlett correction for a likelihood ratio cointegration test', Computational Statistics and Data Analysis, vol. 31, pp. 203-225.
-
(1999)
Computational Statistics and Data Analysis
, vol.31
, pp. 203-225
-
-
Jacobson, T.1
Larsson, R.2
-
13
-
-
0000848039
-
An outlier robust unit root test with an application to the extended Nelson-Plosser data
-
Lucas, A. (1995). 'An outlier robust unit root test with an application to the extended Nelson-Plosser data', Journal of Econometrics, vol. 66, pp. 153-73.
-
(1995)
Journal of Econometrics
, vol.66
, pp. 153-173
-
-
Lucas, A.1
-
14
-
-
49049143455
-
Trends and random walks in macroeconomic time series: Some evidence and implications
-
Nelson, C. R. and Plosser, C. I. (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.R.1
Plosser, C.I.2
-
15
-
-
0000275218
-
Bartlett correction of the unit root test in autoregressive models
-
Nielsen, B. (1997). 'Bartlett correction of the unit root test in autoregressive models', Biometrika, vol. 84, pp. 500-4.
-
(1997)
Biometrika
, vol.84
, pp. 500-504
-
-
Nielsen, B.1
-
16
-
-
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, vol. 57, pp. 1361-401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
18
-
-
0040793396
-
Asymptotic expansions for the mean and variance of the serial correlation coefficient
-
White, J. S. (1961). 'Asymptotic expansions for the mean and variance of the serial correlation coefficient', Biometrika, vol. 48, pp. 85-94.
-
(1961)
Biometrika
, vol.48
, pp. 85-94
-
-
White, J.S.1
|