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Almost All about Unit Roots

Citations

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Cited by:

  1. Fumitaka Furuoka & Kiew Ling Pui & Chinyere Ezeoke & Ray I. Jacob & Olaoluwa S. Yaya, 2024. "Growth Slowdowns And Middle-Income Trap: Evidence From New Unit Root Framework," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(01), pages 461-477, March.
  2. Winkelried, Diego, 2018. "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
  3. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
  4. Liguo, Xin & Ahmad, Manzoor & Khattak, Shoukat Iqbal, 2022. "Impact of innovation in marine energy generation, distribution, or transmission-related technologies on carbon dioxide emissions in the United States," Renewable and Sustainable Energy Reviews, Elsevier, vol. 159(C).
  5. Santiago José Gahn & Alejandro González, 2022. "On the empirical content of the convergence debate: Cross‐country evidence on growth and capacity utilisation," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 825-855, July.
  6. repec:arp:tjssrr:2019:p:876-887 is not listed on IDEAS
  7. Jungjun Choi & In Choi, 2019. "Maximum likelihood estimation of autoregressive models with a near unit root and Cauchy errors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1121-1142, October.
  8. Marcos Sanso-Navarro & María Vera-Cabello, 2020. "Income Inequality and Persistence Changes," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 152(2), pages 495-511, November.
  9. Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  10. Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.
  11. Hugo Ferrer-Pérez & Fadi Abdelradi & José M. Gil, 2020. "Geographical Indications and Price Volatility Dynamics of Lamb Prices in Spain," Sustainability, MDPI, vol. 12(7), pages 1-17, April.
  12. Sven Otto, 2020. "Unit Root Testing with Slowly Varying Trends," Papers 2003.04066, arXiv.org, revised Aug 2020.
  13. Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
  14. Clayton Webb & Suzanna Linn & Matthew J. Lebo, 2020. "Beyond the Unit Root Question: Uncertainty and Inference," American Journal of Political Science, John Wiley & Sons, vol. 64(2), pages 275-292, April.
  15. Ryan H. Murphy & Colin O’Reilly, 2019. "Applying panel vector autoregression to institutions, human capital, and output," Empirical Economics, Springer, vol. 57(5), pages 1633-1652, November.
  16. Perles-Ribes, José Francisco & Ramón-Rodríguez, Ana Belén & Rubia, Antonio & Moreno-Izquierdo, Luis, 2017. "Is the tourism-led growth hypothesis valid after the global economic and financial crisis? The case of Spain 1957–2014," Tourism Management, Elsevier, vol. 61(C), pages 96-109.
  17. Bakker, Vincent & Van Vliet, Olaf, 2019. "Social Investment, Employment Outcomes and Policy and Institutional Complementarities: A Comparative Analysis across 26 OECD countries," MPRA Paper 96140, University Library of Munich, Germany.
  18. Santiago José Gahn & Alejandro González, 2020. "On the ‘utilisation controversy’: a comment," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 44(3), pages 703-707.
  19. Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019. "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 45-75, June.
  20. Sven Otto, 2021. "Unit root testing with slowly varying trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(1), pages 85-106, January.
  21. Bruce E. Hansen & Jeffrey S. Racine, 2024. "Bootstrap Model Averaging Unit Root Inference," Advances in Econometrics, in: Essays in Honor of Subal Kumbhakar, volume 46, pages 81-98, Emerald Group Publishing Limited.
  22. Melo, Patricia C. & Sobreira, Nuno & Goulart, Pedro, 2019. "Estimating the long-run metro demand elasticities for Lisbon: A time-varying approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 126(C), pages 360-376.
  23. Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
  24. Yaya, OlaOluwa S & Ling, Pui Kiew & Furuoka, Fumitaka & Ezeoke, Chinyere Mary Rose & Jacob, Ray Ikechukwu, 2018. "Can Western African countries catch up with Nigeria? Evidence from Smooth Nonlinearity method in Fractional Unit root framework," MPRA Paper 90517, University Library of Munich, Germany.
  25. Mohamed Maher & Yanzhi Zhao, 2022. "Do Political Instability and Military Expenditure Undermine Economic Growth in Egypt? Evidence from the ARDL Approach," Defence and Peace Economics, Taylor & Francis Journals, vol. 33(8), pages 956-979, November.
  26. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019. "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper 96621, University Library of Munich, Germany.
  27. Jae H. Kim & In Choi, 2017. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels," Econometrics, MDPI, vol. 5(3), pages 1-23, September.
  28. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
  29. González-Rivera, Gloria & Veiga, Helena, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
  30. Im, K S. & Pesaran, M. H. & Shin, Y., 2023. "Reflections on "Testing for Unit Roots in Heterogeneous Panels"," Cambridge Working Papers in Economics 2310, Faculty of Economics, University of Cambridge.
  31. Philippe Goulet Coulombe & Maximilian Gobel, 2020. "Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis," Papers 2005.02535, arXiv.org, revised Mar 2021.
  32. Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022. "Power of unit root tests against nonlinear and noncausal alternatives," THEMA Working Papers 2022-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  33. Junaid Ashraf, 2023. "Does political risk undermine environment and economic development in Pakistan? Empirical evidence from China–Pakistan economic corridor," Economic Change and Restructuring, Springer, vol. 56(1), pages 581-608, February.
  34. Michaelides, Michael & Spanos, Aris, 2020. "On modeling heterogeneity in linear models using trend polynomials," Economic Modelling, Elsevier, vol. 85(C), pages 74-86.
  35. 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.
  36. In Choi & Sun Ho Hwang, 2016. "Optimal Autoregressive Predictions," Working Papers 1607, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
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