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Christos Agiakloglou

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First Name:Christos
Middle Name:
Last Name:Agiakloglou
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RePEc Short-ID:pag256
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Affiliation

Department of Economics
University of Piraeus

Piraeus, Greece
https://www.unipi.gr/unipi/el/oik-home.html
RePEc:edi:depirgr (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Agiakloglou, Christos & Polemis, Michael, 2017. "Evaluating the liberalization process on Telecommunications services for EU countries," MPRA Paper 85119, University Library of Munich, Germany.
  2. Agiakloglou, Christos & Polemis, Michael, 2015. "What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization," 26th European Regional ITS Conference, Madrid 2015 127119, International Telecommunications Society (ITS).
  3. Agiakloglou, Christos & Drivas, Kyriakos & Karamanis, Dimitris, 2014. "Individual Inventors and Market Potentials: Evidence from US Patents," MPRA Paper 58838, University Library of Munich, Germany.
  4. Agiakloglou, Christos & Gkouvakis, Michalis, 2012. "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012 60387, International Telecommunications Society (ITS).
  5. Christos Agiakloglou, 2011. "An Alternative Approach For Testing For Linear Association For Two Independent Stationary Ar(1) Processes," Post-Print hal-00730233, HAL.
  6. Agiakloglou, Christos & Karkalakos, Sotiris, 2006. "Estimating Diffusion Rates for Telecommunications: Evidence from European Union," MPRA Paper 45788, University Library of Munich, Germany.
  7. Agiakloglou, Christos & Karkalakos, Sotiris, 2006. "Estimating Diffusion Rates for Telecommunications: Evidence from European Union," MPRA Paper 45862, University Library of Munich, Germany.

Articles

  1. Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
  2. Christos Agiakloglou & Charalampos Agiropoulos, 2022. "Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes," Applied Economics Letters, Taylor & Francis Journals, vol. 29(7), pages 619-625, April.
  3. Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022. "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 535-552, July.
  4. Agiakloglou, Christos & Gkouvakis, Michael, 2022. "Policy implications and welfare analysis under the possibility of default for the Euro zone area," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  5. Christos Agiakloglou & Apostolos Tsimpanos, 2021. "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 677-697, June.
  6. Christos Agiakloglou & Emmanouil Deligiannakis & Maria Psillaki, 2021. "Investigating the behaviour of sovereign risk for Eurozone countries," Applied Economics, Taylor & Francis Journals, vol. 53(53), pages 6204-6212, November.
  7. Agiakloglou, Christos & Deligiannakis, Emmanouil, 2020. "Sovereign risk evaluation for European Union countries," Journal of International Money and Finance, Elsevier, vol. 103(C).
  8. Christos Agiakloglou & Cleon Tsimbos & Apostolos Tsimpanos, 2019. "Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes," Empirical Economics, Springer, vol. 57(5), pages 1613-1631, November.
  9. Christos Agiakloglou & Michael Polemis, 2018. "The Impact of Structural Reforms on Telecommunications Performance," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 209-222, June.
  10. Christos Agiakloglou & Michael Polemis, 2018. "Evaluating the liberalization process on Telecommunications services for EU countries," Economics and Business Letters, Oviedo University Press, vol. 7(3), pages 98-107.
  11. Christos Agiakloglou & Michalis Gkouvakis & Aggelos Kanas, 2016. "Causality in EU macroeconomic variables," Applied Economics Letters, Taylor & Francis Journals, vol. 23(4), pages 264-277, March.
  12. Christos Agiakloglou & Charalampos Agiropoulos, 2016. "The balance between size and power in testing for linear association for two stationary AR(1) processes," Applied Economics Letters, Taylor & Francis Journals, vol. 23(4), pages 230-234, March.
  13. Christos Agiakloglou & Kyriakos Drivas & Dimitris Karamanis, 2016. "Individual inventors and market potentials: Evidence from US patents," Science and Public Policy, Oxford University Press, vol. 43(2), pages 147-156.
  14. Agiakloglou, Christos & Gkouvakis, Michail, 2015. "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 150-159.
  15. Christos Agiakloglou & Cleon Tsimbos & Apostolos Tsimpanos, 2015. "Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?," Applied Economics Letters, Taylor & Francis Journals, vol. 22(17), pages 1372-1377, November.
  16. Christos Agiakloglou, 2013. "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, vol. 45(3), pages 1361-1366, December.
  17. Christos Agiakloglou & Apostolos Tsimpanos, 2012. "An alternative approach for testing for linear association for two independent stationary AR(1) processes," Applied Economics, Taylor & Francis Journals, vol. 44(36), pages 4799-4803, December.
  18. Christos Agiakloglou & Apostolos Tsimpanos, 2012. "An alternative approach for testing for linear association for two independent stationary AR(1) processes," Applied Economics, Taylor & Francis Journals, vol. 44(36), pages 4799-4803, December.
  19. Christos Agiakloglou & Charalampos Agiropoulos, 2011. "The sensitivity of Value-at-Risk estimates using Monte Carlo approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 61(1-2), pages 7-12, January -.
  20. Christos Agiakloglou & Konstantinos Bloutsos, 2011. "Comparing estimates of risk between markets and telecommunications institutions in Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 18(6), pages 575-579.
  21. Christos Agiakloglou & Sotiris Karkalakos, 2009. "A spatial and economic analysis for telecommunications: Evidence from the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 11-32, May.
  22. Christos Agiakloglou & Demetrius Yannelis, 2006. "Estimation of Price Elasticities for International Telecommunications Demand," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(1), pages 131-137, February.
  23. Agiakloglou, Christos & Newbold, Paul, 1996. "The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag," Economics Letters, Elsevier, vol. 52(3), pages 229-234, September.
  24. Christos Agiakloglou & Paul Newbold, 1994. "Lagrange Multiplier Tests For Fractional Difference," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 253-262, May.
  25. Newbold, Paul & Agiakloglou, Christos & Miller, John, 1994. "Adventures with ARIMA software," International Journal of Forecasting, Elsevier, vol. 10(4), pages 573-581, December.
  26. Christos Agiakloglou & Paul Newbold & Mark Wohar, 1993. "Bias In An Estimator Of The Fractional Difference Parameter," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 235-246, May.
  27. N. F. R. Crafts & T. C. Mills & P. Newbold & C. Agiakloglou, 1992. "Letter to the Editors," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 155(3), pages 457-459, May.
  28. C. Agiakloglou & P. Newbold, 1992. "Empirical Evidence On Dickey‐Fuller‐Type Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(6), pages 471-483, November.
  29. Paul Newbold & Christos Agiakloglou, 1991. "Looking for Evolving Growth Rates and Cycles in British Industrial Production, 1700–1913," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 154(2), pages 341-348, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Agiakloglou, Christos & Drivas, Kyriakos & Karamanis, Dimitris, 2014. "Individual Inventors and Market Potentials: Evidence from US Patents," MPRA Paper 58838, University Library of Munich, Germany.

    Cited by:

    1. Ronald B. Davies & Dieter F. Kogler & Ryan Hynes, 2020. "Patent Boxes and the Success Rate of Applications," CESifo Working Paper Series 8375, CESifo.
    2. Andreas Panagopoulos & Stelios Rozakis & Katerina Sideri & Afroditi Anagnosti, 2019. "University Technology Transfer and Agricultural Science Entrepreneurial Education: a View from Inside," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(4), pages 1466-1481, December.
    3. Mohd Shadab Danish & Pritam Ranjan & Ruchi Sharma, 2021. "Identification of “Valuable” Technologies via Patent Statistics in India: An Analysis Based on Renewal Information," BASE University Working Papers 13/2021, BASE University, Bengaluru, India.
    4. Drivas, Kyriakos & Kaplanis, Ioannis, 2020. "The role of international collaborations in securing the patent grant," Journal of Informetrics, Elsevier, vol. 14(4).
    5. Chung, Jaemin & Ko, Namuk & Kim, Hyeonsu & Yoon, Janghyeok, 2021. "Inventor profile mining approach for prospective human resource scouting," Journal of Informetrics, Elsevier, vol. 15(1).

Articles

  1. Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.

    Cited by:

    1. Mendieta-Aragón, Adrián & Rodríguez-Fernández, Laura & Navío-Marco, Julio, 2023. "Tourism usage of digital collaborative economy platforms in Europe: situation, behaviours and implication for the digital policies," 32nd European Regional ITS Conference, Madrid 2023: Realising the digital decade in the European Union – Easier said than done? 278002, International Telecommunications Society (ITS).

  2. Agiakloglou, Christos & Gkouvakis, Michael, 2022. "Policy implications and welfare analysis under the possibility of default for the Euro zone area," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).

    Cited by:

    1. Meylis Orazov, 2023. "The Interaction of Monetary and Macroprudential Policies in the Presence of Financial Frictions," Russian Journal of Money and Finance, Bank of Russia, vol. 82(4), pages 3-43, December.
    2. María J. López-Serrano & Fida Hussain Lakho & Stijn W.H. Van Hulle & Ana Batlles-delaFuente, 2023. "Life cycle cost assessment and economic analysis of a decentralized wastewater treatment to achieve water sustainability within the framework of circular economy," Oeconomia Copernicana, Institute of Economic Research, vol. 14(1), pages 103-133, March.

  3. Christos Agiakloglou & Apostolos Tsimpanos, 2021. "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 677-697, June.

    Cited by:

    1. Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
    2. Ekinci, Ekin & İlhan Omurca, Sevinç & Özbay, Bilge, 2021. "Comparative assessment of modeling deep learning networks for modeling ground-level ozone concentrations of pandemic lock-down period," Ecological Modelling, Elsevier, vol. 457(C).

  4. Christos Agiakloglou & Emmanouil Deligiannakis & Maria Psillaki, 2021. "Investigating the behaviour of sovereign risk for Eurozone countries," Applied Economics, Taylor & Francis Journals, vol. 53(53), pages 6204-6212, November.

    Cited by:

    1. Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
    2. António Afonso & José Alves & Sofia Monteiro, 2024. "Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances," CESifo Working Paper Series 10979, CESifo.

  5. Agiakloglou, Christos & Deligiannakis, Emmanouil, 2020. "Sovereign risk evaluation for European Union countries," Journal of International Money and Finance, Elsevier, vol. 103(C).

    Cited by:

    1. Sahibzada, Irfan Ullah, 2023. "To what extent do sovereign rating actions affect global equity market sectors?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 240-261.
    2. Nicoletta Layher & Eyden Samunderu, 2020. "The Impact of the Introduction of Uniform European Collective Action Clauses on European Government Bonds as a Regulatory Result of the European Sovereign Debt Crisis," JRFM, MDPI, vol. 14(1), pages 1-32, December.
    3. Nicoló Andrea Caserini & Paolo Pagnottoni, 2022. "Effective transfer entropy to measure information flows in credit markets," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 729-757, October.
    4. Hippolyte Balima & Alexandru Minea & Cezara Vinturis, 2023. "Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis," Southern Economic Journal, John Wiley & Sons, vol. 90(1), pages 156-181, July.
    5. Carnazza, Giovanni & Liberati, Paolo, 2021. "The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 521-542.

  6. Christos Agiakloglou & Michael Polemis, 2018. "The Impact of Structural Reforms on Telecommunications Performance," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 209-222, June.

    Cited by:

    1. Ryota Nakatani, 2023. "Productivity drivers of infrastructure companies: Network industries utilizing economies of scale in the digital era," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(4), pages 1273-1298, December.
    2. Christos Agiakloglou & Michael Polemis, 2018. "Evaluating the liberalization process on Telecommunications services for EU countries," Economics and Business Letters, Oviedo University Press, vol. 7(3), pages 98-107.
    3. Nakatani, Ryota, 2022. "Productivity drivers of infrastructure companies: network industries to maximize economies of scale in the digital era," MPRA Paper 115531, University Library of Munich, Germany.
    4. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2018. "Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies," Utilities Policy, Elsevier, vol. 55(C), pages 115-128.
    5. Agiakloglou, Christos & Polemis, Michael, 2015. "What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization," 26th European Regional ITS Conference, Madrid 2015 127119, International Telecommunications Society (ITS).
    6. Polemis, Michael & Tselekounis, Markos, 2019. "Does deregulation drive innovation intensity? Lessons learned from the OECD telecommunications sector," MPRA Paper 92770, University Library of Munich, Germany.
    7. Bastianin, Andrea & Castelnovo, Paolo & Florio, Massimo, 2017. "The empirics of regulatory reforms proxied by categorical variables: recent findings and methodological issues," MPRA Paper 78256, University Library of Munich, Germany.

  7. Christos Agiakloglou & Charalampos Agiropoulos, 2016. "The balance between size and power in testing for linear association for two stationary AR(1) processes," Applied Economics Letters, Taylor & Francis Journals, vol. 23(4), pages 230-234, March.

    Cited by:

    1. Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022. "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 535-552, July.

  8. Christos Agiakloglou & Kyriakos Drivas & Dimitris Karamanis, 2016. "Individual inventors and market potentials: Evidence from US patents," Science and Public Policy, Oxford University Press, vol. 43(2), pages 147-156.
    See citations under working paper version above.
  9. Agiakloglou, Christos & Gkouvakis, Michail, 2015. "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 150-159.

    Cited by:

    1. Mohammed Ali Ahmed Al-Sharafi & Shu Tong & Abdullah Aloqab, 2021. "The Effective Role of Internal Factors on Reconstructing Telecom Companies: The Case of Yemen Telecom," Sustainability, MDPI, vol. 13(3), pages 1-23, February.
    2. Christos Agiakloglou & Michael Polemis, 2018. "The Impact of Structural Reforms on Telecommunications Performance," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 209-222, June.

  10. Christos Agiakloglou, 2013. "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, vol. 45(3), pages 1361-1366, December.

    Cited by:

    1. Wang, Kun & Gong, Qiang & Fu, Xiaowen & Fan, Xingli, 2014. "Frequency and aircraft size dynamics in a concentrated growth market: The case of the Chinese domestic market," Journal of Air Transport Management, Elsevier, vol. 36(C), pages 50-58.
    2. Christos Agiakloglou & Cleon Tsimbos & Apostolos Tsimpanos, 2019. "Evidence of spurious results along with spatially autocorrelated errors in the context of geographically weighted regression for two independent SAR(1) processes," Empirical Economics, Springer, vol. 57(5), pages 1613-1631, November.
    3. Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Alejandra I. Martínez-Olmos, 2016. "A comment on ‘resolving spurious regressions and serially correlated errors’," Empirical Economics, Springer, vol. 51(3), pages 1289-1298, November.

  11. Christos Agiakloglou & Konstantinos Bloutsos, 2011. "Comparing estimates of risk between markets and telecommunications institutions in Europe," Applied Economics Letters, Taylor & Francis Journals, vol. 18(6), pages 575-579.

    Cited by:

    1. Agiakloglou, Christos & Gkouvakis, Michalis, 2012. "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012 60387, International Telecommunications Society (ITS).
    2. Agiakloglou, Christos & Gkouvakis, Michail, 2015. "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 150-159.
    3. Mohammed Ali Ahmed Al-Sharafi & Shu Tong & Abdullah Aloqab, 2021. "The Effective Role of Internal Factors on Reconstructing Telecom Companies: The Case of Yemen Telecom," Sustainability, MDPI, vol. 13(3), pages 1-23, February.
    4. Christos Agiakloglou & Michael Polemis, 2018. "The Impact of Structural Reforms on Telecommunications Performance," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 209-222, June.

  12. Christos Agiakloglou & Sotiris Karkalakos, 2009. "A spatial and economic analysis for telecommunications: Evidence from the European Union," Journal of Applied Economics, Universidad del CEMA, vol. 12, pages 11-32, May.

    Cited by:

    1. Christos Agiakloglou & Michael Polemis, 2018. "Evaluating the liberalization process on Telecommunications services for EU countries," Economics and Business Letters, Oviedo University Press, vol. 7(3), pages 98-107.
    2. Mayo, John W. & Ukhaneva, Olga, 2017. "International telecommunications demand," Information Economics and Policy, Elsevier, vol. 39(C), pages 26-35.
    3. Agiakloglou, Christos & Gkouvakis, Michalis, 2012. "Causal interrelations among market fundamentals: Evidence from the Europen telecommunications sector," 23rd European Regional ITS Conference, Vienna 2012 60387, International Telecommunications Society (ITS).
    4. Mariana Kaneva, 2016. "Telecommunications Infrastructure And Gdp /Jipp Curve/," Economics and computer science, Publishing house "Knowledge and business" Varna, issue 4, pages 7-58.
    5. Kai Li & Zhili Ma & Jinjin Liu, 2019. "A New Trend in the Space–Time Distribution of Cultivated Land Occupation for Construction in China and the Impact of Population Urbanization," Sustainability, MDPI, vol. 11(18), pages 1-23, September.
    6. Agiakloglou, Christos & Gkouvakis, Michail, 2015. "Causal interrelations among market fundamentals: Evidence from the European Telecommunications sector," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 150-159.
    7. Agiakloglou, Christos & Polemis, Michael, 2015. "What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization," 26th European Regional ITS Conference, Madrid 2015 127119, International Telecommunications Society (ITS).
    8. Christos Agiakloglou & Michael Polemis, 2018. "The Impact of Structural Reforms on Telecommunications Performance," Journal of Industry, Competition and Trade, Springer, vol. 18(2), pages 209-222, June.

  13. Christos Agiakloglou & Demetrius Yannelis, 2006. "Estimation of Price Elasticities for International Telecommunications Demand," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(1), pages 131-137, February.

    Cited by:

    1. Mayo, John W. & Ukhaneva, Olga, 2017. "International telecommunications demand," Information Economics and Policy, Elsevier, vol. 39(C), pages 26-35.

  14. Agiakloglou, Christos & Newbold, Paul, 1996. "The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag," Economics Letters, Elsevier, vol. 52(3), pages 229-234, September.

    Cited by:

    1. Campêlo, Ana Katarina & Cribari-Neto, Francisco, 2003. "Inflation Inertia and Inliers: The Case of Brazil," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(4), October.
    2. Newbold, Paul & Leybourne, Stephen & Wohar, Mark E., 2001. "Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993," Journal of Economics and Business, Elsevier, vol. 53(1), pages 85-102.
    3. Morten Ø. Nielsen, 2008. "A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis," Working Paper 1175, Economics Department, Queen's University.
    4. Ricardo Quineche Uribe & Gabriel Rodríguez, 2015. "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers 2015-404, Departamento de Economía - Pontificia Universidad Católica del Perú.
    5. Jaroslava Hlouskova & Martin Wagner, 2006. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 85-116.
    6. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004.
    7. Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, Department of Economics and Business Economics, Aarhus University.
    8. Lütkepohl, Helmut & Saikkonen, Pentti, 1997. "Order selection in testing for the cointegrating rank of a VAR process," SFB 373 Discussion Papers 1997,93, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    9. Liu, Feng & Zhang, Chuanguo & Tang, Mengying, 2021. "The impacts of oil price shocks and jumps on China's nonferrous metal markets," Resources Policy, Elsevier, vol. 73(C).
    10. Paul Newbold & Tony Rayner & Neil Kellard, 2000. "Long‐Run Drift, Co‐Movement and Persistence in Real Wheat and Maize Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 51(1), pages 106-121, January.
    11. Zhang, Chuanguo & Qu, Xuqin, 2015. "The effect of global oil price shocks on China's agricultural commodities," Energy Economics, Elsevier, vol. 51(C), pages 354-364.
    12. Haug Alfred A & Siklos Pierre L, 2006. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-34, December.
    13. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.

  15. Christos Agiakloglou & Paul Newbold, 1994. "Lagrange Multiplier Tests For Fractional Difference," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 253-262, May.

    Cited by:

    1. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo.
    2. Matei Demetrescu & Adina Tarcolea, 2008. "Bias correction for the regression-based LM fractional integration test," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(1), pages 91-99, February.
    3. Morten Ørregaard Nielsen, 2005. "Multivariate Lagrange Multiplier Tests for Fractional Integration," Journal of Financial Econometrics, Oxford University Press, vol. 3(3), pages 372-398.
    4. Morten Orregaard Nielsen, 2004. "Efficient inference in multivariate fractionally integrated time series models," Econometrics Journal, Royal Economic Society, vol. 7(1), pages 63-97, June.
    5. Morten Oe. Nielsen, "undated". "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers 2001-8, Department of Economics and Business Economics, Aarhus University.
    6. Hassler, Uwe & Breitung, Jörg, 2002. "A Residual-Based LM Test for Fractional Cointegration," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37318, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    7. Breitung, Jörg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 9323, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    8. Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert, 2015. "Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets," Journal of Econometrics, Elsevier, vol. 187(2), pages 557-579.
    9. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
    10. Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024. "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, vol. 67(6), pages 2503-2538, December.
    11. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    12. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    13. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.
    14. Søren Johansen & Morten Ørregaard Nielsen, 2018. "Testing the CVAR in the Fractional CVAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 836-849, November.
    15. Nielsen M.O., 2004. "Optimal Residual-Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 331-345, July.
    16. Luis A. Gil-Alana, 2007. "A Multivariate Long Memory Model for the Specification of Real Output in the US, the UK, and Canada," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 6(2), pages 135-146, August.
    17. Hiemstra, Craig & Jones, Jonathan D., 1997. "Another look at long memory in common stock returns," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 373-401, December.
    18. Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 187-204, June.
    19. Hamidreza Mostafaei & Leila Sakhabakhsh, 2012. "Using SARFIMA Model to Study and Predict the Iran s Oil Supply," International Journal of Energy Economics and Policy, Econjournals, vol. 2(1), pages 41-49.
    20. Ana Pérez & Esther Ruiz, 2002. "Modelos de memoria larga para series económicas y financieras," Investigaciones Economicas, Fundación SEPI, vol. 26(3), pages 395-445, September.
    21. Jakob Roland Munch & Michael Svarer, "undated". "Mortality and Socio-economic Differences in a Competing Risks Model," Economics Working Papers 2001-1, Department of Economics and Business Economics, Aarhus University.

  16. Newbold, Paul & Agiakloglou, Christos & Miller, John, 1994. "Adventures with ARIMA software," International Journal of Forecasting, Elsevier, vol. 10(4), pages 573-581, December.

    Cited by:

    1. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    2. Kusters, Ulrich & McCullough, B.D. & Bell, Michael, 2006. "Forecasting software: Past, present and future," International Journal of Forecasting, Elsevier, vol. 22(3), pages 599-615.
    3. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
    4. Mauricio, Jose Alberto, 2008. "Computing and using residuals in time series models," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1746-1763, January.
    5. Christian Kleiber & Gabriele Widmann & Walter Krämer & Christian Kleiber, 2001. "Book reviews," Statistical Papers, Springer, vol. 42(4), pages 537-541, October.
    6. McCullough, B. D., 2000. "Is it safe to assume that software is accurate?," International Journal of Forecasting, Elsevier, vol. 16(3), pages 349-357.
    7. Yalta, A. Talha & Jenal, Olaf, 2009. "On the importance of verifying forecasting results," International Journal of Forecasting, Elsevier, vol. 25(1), pages 62-73.
    8. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    9. B. D. McCullough & H. D. Vinod, 2003. "Verifying the Solution from a Nonlinear Solver: A Case Study," American Economic Review, American Economic Association, vol. 93(3), pages 873-892, June.

  17. Christos Agiakloglou & Paul Newbold & Mark Wohar, 1993. "Bias In An Estimator Of The Fractional Difference Parameter," Journal of Time Series Analysis, Wiley Blackwell, vol. 14(3), pages 235-246, May.

    Cited by:

    1. Mohamed Boutahar, 2007. "Optimal prediction with nonstationary ARFIMA model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(2), pages 95-111.
    2. Neil Kellard & Denise Osborn & Jerry Coakley & Simone D. Grose & Gael M. Martin & Donald S. Poskitt, 2015. "Bias Correction of Persistence Measures in Fractionally Integrated Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 721-740, September.
    3. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
    4. Cevik, Emrah Ismail, 2012. "İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme [The testing of efficient market hypothesis in the Istanbul Stock Excha," MPRA Paper 71484, University Library of Munich, Germany, revised 2012.
    5. Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
    6. Bisaglia, Luisa & Guegan, Dominique, 1998. "A comparison of techniques of estimation in long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 61-81, March.
    7. Anoop S. Kumar, 2014. "Testing For Long Memory In Volatility In The Indian Forex Market," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 59(203), pages 75-90, October –.
    8. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
    9. Choi, Kyongwook & Zivot, Eric, 2007. "Long memory and structural changes in the forward discount: An empirical investigation," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 342-363, April.
    10. Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022. "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers 2334, Cowles Foundation for Research in Economics, Yale University.
    11. Dimitrios Vougas, 2004. "Analysing long memory and volatility of returns in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 457-460.
    12. John T. Barkoulas & Christopher F. Baum & Mustafa Caglayan & Atreya Chakraborty, 1998. "Persistent Dependence in Foreign Exchange Rates? A Reexamination," Boston College Working Papers in Economics 377, Boston College Department of Economics, revised 21 Apr 2000.
    13. Martínez, Cristina, 1996. "Trimming frequencies in log-periodogram regression of long memory time series," DES - Working Papers. Statistics and Econometrics. WS 10428, Universidad Carlos III de Madrid. Departamento de Estadística.
    14. Param Silvapulle, 1995. "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics 9506005, University Library of Munich, Germany, revised 16 Jun 1995.
    15. Jerry Coakley & Jian Dollery & Neil Kellard, 2011. "Long memory and structural breaks in commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(11), pages 1076-1113, November.
    16. Morten Ø. Nielsen & Per Houmann Frederiksen, 2005. "Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration," Working Paper 1189, Economics Department, Queen's University.
    17. Garey C. Durden & Patricia E. Gaynor, 2014. "Publishing in The Journal of Regional Analysis and Policy and an Evaluation (via Citation Counts) of JRAP’s Influence on Scholarship in Regional Science," Working Papers 14-07, Department of Economics, Appalachian State University.
    18. Velasco, Carlos, 1999. "Non-stationary log-periodogram regression," Journal of Econometrics, Elsevier, vol. 91(2), pages 325-371, August.
    19. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009. "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
    20. Gabriele La Spada & Fabrizio Lillo, 2011. "The effect of round-off error on long memory processes," Papers 1107.4476, arXiv.org, revised Mar 2013.
    21. D.S. Poskitt & Gael M. Martin & Simone D. Grose, 2014. "Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap," Monash Econometrics and Business Statistics Working Papers 10/14, Monash University, Department of Econometrics and Business Statistics.
    22. Gael Martin, 2001. "Bayesian Analysis Of A Fractional Cointegration Model," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 217-234.
    23. Grace Yap & Wen Cheong Chin, 2016. "Spectral bandwidth selection for long memory," Modern Applied Science, Canadian Center of Science and Education, vol. 10(8), pages 1-63, August.
    24. John T. Barkoulas & Christopher F. Baum & Nickolaos Travlos, 1996. "Long Memory in the Greek Stock Market," Boston College Working Papers in Economics 356., Boston College Department of Economics.
    25. Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi, 2018. "Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks," Post-Print hal-01982032, HAL.
    26. John T. Barkoulas & Christopher F. Baum, 1997. "Fractional Differencing Modeling And Forecasting Of Eurocurrency Deposit Rates," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(3), pages 355-372, September.
    27. Clifford M. Hurvich & Bonnie K. Ray, 1995. "Estimation Of The Memory Parameter For Nonstationary Or Noninvertible Fractionally Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(1), pages 17-41, January.
    28. Kuswanto, Heri & Sibbertsen, Philipp, 2008. "A Study on "Spurious Long Memory in Nonlinear Time Series Models"," Hannover Economic Papers (HEP) dp-410, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    29. David G. McMillan, 2010. "Level‐shifts and non‐linearity in US financial ratios," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 9(2), pages 189-207, May.
    30. Maharaj, E.A., 1999. "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers 11/99, Monash University, Department of Econometrics and Business Statistics.
    31. Juncal Cunado & Luis A. Gil-Alana & Fernando Pérez de Gracia, 2006. "Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(1), pages 67-91, April.
    32. Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 61-73, September.
    33. Manmohan S. Kumar & Tatsuyoshi Okimoto, 2007. "Dynamics of Persistence in International Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1457-1479, September.
    34. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    35. Smith, Aaron D., 2004. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Working Papers 11974, University of California, Davis, Department of Agricultural and Resource Economics.
    36. James Davidson & Philipp Sibbertsen, 2008. "Tests of Bias in Log-Periodogram Regression," Discussion Papers 0805, University of Exeter, Department of Economics.
    37. Francis W. Ahking, 2004. "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers 2004-05, University of Connecticut, Department of Economics.
    38. Cheung, Yin-Wong & Lai, Kon S., 1995. "A search for long memory in international stock market returns," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 597-615, August.
    39. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
    40. Saeed Heravi & Kerry Patterson, 2013. "Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators," Economics Discussion Papers em-dp2013-02, Department of Economics, University of Reading.
    41. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
    42. McMillan, David G., 2009. "The confusing time-series behaviour of real exchange rates: Are asymmetries important?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 692-711, October.
    43. Rania Jammazi & Chaker Aloui, 2014. "Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case," Working Papers 2014-198, Department of Research, Ipag Business School.
    44. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.
    45. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    46. Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu, 2005. "Fisher Hypothesis Revisited: A Fractional Cointegration Analysis," Discussion Paper Series 05/04, Dokuz Eylül University, Faculty of Business, Department of Economics, revised 23 Nov 2005.
    47. Tomasz Wójtowicz & Henryk Gurgul, 2009. "Long memory of volatility measures in time series," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 19(1), pages 37-54.
    48. Pan, Ming-Shiun & Liu, Y. Angela, 1999. "Fractional cointegration, long memory, and exchange rate dynamics," International Review of Economics & Finance, Elsevier, vol. 8(3), pages 305-316, September.
    49. Kunal Saha & Vinodh Madhavan & Chandrashekhar G. R. & David McMillan, 2020. "Pitfalls in long memory research," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1733280-173, January.
    50. Ana Pérez & Esther Ruiz, 2002. "Modelos de memoria larga para series económicas y financieras," Investigaciones Economicas, Fundación SEPI, vol. 26(3), pages 395-445, September.
    51. S. Lardic & V. Mignon, 2003. "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," THEMA Working Papers 2003-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    52. Arielle Beyaert, 2004. "Fractional Output Convergence, with an Application to Nine Developed Countries," Econometric Society 2004 Australasian Meetings 280, Econometric Society.
    53. John Barkoulas & Christopher F. Baum, 1997. "Long Memory and Forecasting in Euroyen Deposit Rates," Boston College Working Papers in Economics 361, Boston College Department of Economics.
    54. Offer Lieberman, 2001. "The Exact Bias Of The Log-Periodogram Regression Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 369-383.
    55. Adnan Kasman & Saadet Kirbas-Kasman & Evrim Turgutlu, 2005. "Nominal and real convergence between the CEE countries and the EU: a fractional cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2487-2500.
    56. Kyongwook Choi & Eric Zivot, 2003. "Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation," EERI Research Paper Series EERI_RP_2003_02, Economics and Econometrics Research Institute (EERI), Brussels.
    57. Steven Clark & T. Coggin, 2011. "Are U.S. stock prices mean reverting? Some new tests using fractional integration models with overlapping data and structural breaks," Empirical Economics, Springer, vol. 40(2), pages 373-391, April.
    58. Claude Diebolt, 2005. "Long Cycles Revisited. An Essay in Econometric History," Working Papers 05-05, Association Française de Cliométrie (AFC).
    59. Andersson, Michael K., 2000. "Do long-memory models have long memory?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 121-124.
    60. Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou, 2009. "The effect of tapering on the semiparametric estimators for nonstationary long memory processes," Statistical Papers, Springer, vol. 50(2), pages 225-248, March.
    61. Alex Maynard & Peter C. B. Phillips, 2001. "Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(6), pages 671-708.
    62. Henryk Gurgul & Tomasz Wójtowicz, 2006. "Long-run properties of trading volume and volatility of equities listed in DJIA index," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(3-4), pages 29-56.

  18. C. Agiakloglou & P. Newbold, 1992. "Empirical Evidence On Dickey‐Fuller‐Type Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 13(6), pages 471-483, November.

    Cited by:

    1. Agiakloglou, Christos & Deligiannakis, Emmanouil, 2020. "Sovereign risk evaluation for European Union countries," Journal of International Money and Finance, Elsevier, vol. 103(C).
    2. Consuelo Arellano & Sastry G. Pantula, 1995. "Testing For Trend Stationarity Versus Difference Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(2), pages 147-164, March.
    3. Yin‐Wong Cheung & Kon S. Lai, 1995. "Estimating Finite Sample Critical Values For Unit Root Tests Using Pure Random Walk Processes:A Note," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(5), pages 493-498, September.
    4. Aurelia Rybak & Aleksandra Rybak & Jarosław Joostberens & Joachim Pielot & Piotr Toś, 2024. "Analysis of the Impact of Clean Coal Technologies on the Share of Coal in Poland’s Energy Mix," Energies, MDPI, vol. 17(6), pages 1-17, March.
    5. Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020. "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 207-225.
    6. Hu Yin & Menghan Si & Qian Li & Jinke Zhang & Liming Dai, 2019. "Kick Risk Forecasting and Evaluating During Drilling Based on Autoregressive Integrated Moving Average Model," Energies, MDPI, vol. 12(18), pages 1-21, September.
    7. Alastair Hall, 1995. "Residual Autocovariances And Unit Root Tests Based On Instrumental Variable Estimators From Time Series Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(6), pages 555-569, November.

  19. Paul Newbold & Christos Agiakloglou, 1991. "Looking for Evolving Growth Rates and Cycles in British Industrial Production, 1700–1913," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 154(2), pages 341-348, March.

    Cited by:

    1. Cribari-Neto, Francisco, 1996. "On time series econometrics," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(Supplemen), pages 37-60.
    2. Blumenschein, Karen & Johannesson, Magnus, 1998. "An experimental test of question framing in health state utility assessment," Health Policy, Elsevier, vol. 45(3), pages 187-193, September.
    3. Cribari-Neto, Francisco, 1993. "Unit roots, random walks and the sources of business cycles: a survey," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 47(3), July.

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