## Citations for "Testing for a Moving Average Unit Root"

### by Tanaka, Katsuto

- Kurozumi, Eiji, 2009.
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**Construction of Stationarity Tests with Less Size Distortions**," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 87-105, June.- Kurozumi, Eiji, 2005.
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**Construction of Stationarity Tests with Less Size Distortions**," Discussion Papers 2005-12, Graduate School of Economics, Hitotsubashi University.

- Kurozumi, Eiji, 2005.
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- Vasco Gabriel, 2003.
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**Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison**," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 411-435.- Vasco J. Gabriel, 2001.
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**Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison**," NIPE Working Papers 7/2001, NIPE - Universidade do Minho.

- Vasco J. Gabriel, 2001.
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- Suzanne McCoskey & Chihwa Kao, 1998.
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**A residual-based test of the null of cointegration in panel data**," Econometric Reviews, Taylor & Francis Journals, vol. 17(1), pages 57-84.- Chihwa Kao & Suzanne McCoskey, 1997.
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**A Residual-Based Test Of The Null Of Cointegration In Panel Data**," Econometrics 9711002, EconWPA.

- Chihwa Kao & Suzanne McCoskey, 1997.
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- Larsson, Rolf, 2014.
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**A likelihood ratio type test for invertibility in moving average processes**," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 489-501. - Michael Artis & Massimiliano Marcellino, "undated".
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**Fiscal Solvency and Fiscal Forecasting in Europe**," Working Papers 142, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.- Artis, M. & Marcellino, M., 1998.
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**Fiscal Solvency and Fiscal Forecasting in Europe**," Economics Working Papers eco98/2, European University Institute. - Artis, Michael J & Marcellino, Massimiliano, 1998.
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**Fiscal Solvency and Fiscal Forecasting in Europe**," CEPR Discussion Papers 1836, C.E.P.R. Discussion Papers.

- Artis, M. & Marcellino, M., 1998.
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- McElroy, Tucker & Politis, Dimitris N., 2013.
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**Distribution theory for the studentized mean for long, short, and negative memory time series**," Journal of Econometrics, Elsevier, vol. 177(1), pages 60-74.- McElroy, Tucker S & Politis, D N, 2011.
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**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt0dr145dt, Department of Economics, UC San Diego. - McElroy, Tucker S. & Politis, Dimitris N., 2012.
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**Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series**," University of California at San Diego, Economics Working Paper Series qt35c7r55c, Department of Economics, UC San Diego.

- McElroy, Tucker S & Politis, D N, 2011.
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- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
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**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, Elsevier, vol. 54(1-3), pages 159-178.- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
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**Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?**," Papers 8905, Michigan State - Econometrics and Economic Theory. - Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
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**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?**," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University. - Tom Doan, "undated".
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**KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test**," Statistical Software Components RTS00100, Boston College Department of Economics.

- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
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- Vougas, Dimitrios V., 2008.
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**New exact ML estimation and inference for a Gaussian MA(1) process**," Economics Letters, Elsevier, vol. 99(1), pages 172-176, April. - James Morley & Tara M. Sinclair, 2005.
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**Testing for Stationarity and Cointegration in an Unobserved Components Framework**," Computing in Economics and Finance 2005 451, Society for Computational Economics. - Lee, Junsoo & Huang, Cliff J. & Shin, Yongcheol, 1997.
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**On stationary tests in the presence of structural breaks**," Economics Letters, Elsevier, vol. 55(2), pages 165-172, August. - Breitung, Jörg, 1998.
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**Canonical correlation statistics for testing the cointegration rank in a reversed order**," SFB 373 Discussion Papers 1998,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Peña, Daniel & Sánchez, Ismael, 1995.
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**Properties of predictors in overdifferenced nearly nonstationary autoregression**," DES - Working Papers. Statistics and Econometrics. WS 10347, Universidad Carlos III de Madrid. Departamento de Estadística. - Breitung, Jörg & Pesaran, Mohammad Hashem, 2005.
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**Unit roots and cointegration in panels**," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.- Joerg Breitung & M. Hashem Pesaran, 2005.
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**Unit Roots and Cointegration in Panels**," CESifo Working Paper Series 1565, CESifo Group Munich. - Jörg Breitung & M. Hashem Pesaran, 2005.
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**Unit Roots and Cointegration in Panels**," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR). - Breitung, J. & Pesaran, M.H., 2005.
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**Unit Roots and Cointegration in Panels**," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.

- Joerg Breitung & M. Hashem Pesaran, 2005.
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- Josep Carrion-i-Silvestre & Andreu Sansó, 2007.
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**The KPSS test with two structural breaks**," Spanish Economic Review, Springer;Spanish Economic Association, vol. 9(2), pages 105-127, June.- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005.
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**The KPSS Test with Two Structural Breaks**," DEA Working Papers 13, Universitat de les Illes Balears, Departament d'Economía Aplicada.

- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005.
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- Snell, Andy, 1998.
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**Testing for r versus r-1 cointegrating vectors**," Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November.- Andy Snell, "undated".
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**Testing For R Versus R-1 Cointegrating Vectors**," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.

- Andy Snell, "undated".
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- Elliott, Graham & Stock, James H., 1994.
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**Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 672-700, August.- Graham Elliott & James H. Stock, 1992.
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**Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown**," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc.

- Graham Elliott & James H. Stock, 1992.
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- Jansson, Michael, 2004.
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**Stationarity Testing With Covariates**," Econometric Theory, Cambridge University Press, vol. 20(01), pages 56-94, February. - Morimune, Kimio & Miyazaki, Kenji, 1997.
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**ARIMA approach to the unit root analysis of macro economic time series**," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 395-403. - Breitung, Jorg, 2002.
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**Nonparametric tests for unit roots and cointegration**," Journal of Econometrics, Elsevier, vol. 108(2), pages 343-363, June. - Ozgen Sayginsoy, 2004.
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**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**," Discussion Papers 04-07, University at Albany, SUNY, Department of Economics. - María Presno & Manuel Landajo, 2010.
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**Computation of limiting distributions in stationarity testing with a generic trend**," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 71(2), pages 165-183, March. - Pagan, Adrian, 1996.
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**The econometrics of financial markets**," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May. - Ozgen Sayginsoy, 2005.
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**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**," Econometrics 0503014, EconWPA, revised 11 Mar 2005. - Dong Shin & Man-Suk Oh, 2003.
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**Tests for the order of integration against higher order integration**," Statistical Papers, Springer, vol. 44(3), pages 383-396, July. - Ozgen Sayginsoy & Tim Vogelsang, 2004.
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**Powerful Tests of Structural Change That are Robust to Strong Serial Correlation**," Discussion Papers 04-08, University at Albany, SUNY, Department of Economics. - María Presno & Anna López, 2003.
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**Testing for stationarity in series with a shift in the mean. A fredholm approach**," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(1), pages 195-213, June. - Ahn & Byung Chul, 1994.
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**Testing the null of stationarity in the presence of structural breaks for multiple time series**," Econometrics 9411001, EconWPA, revised 08 Nov 1994. - Robert Paige & A. Trindade & R. Wickramasinghe, 2014.
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**Extensions of saddlepoint-based bootstrap inference**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 961-981, October. - Gomez-Biscarri, Javier & Hualde, Javier, 2015.
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**Regression-based analysis of cointegration systems**," Journal of Econometrics, Elsevier, vol. 186(1), pages 32-50.- Javier Gómez Biscarri & Javier Hualde, 2014.
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**Regression-based analysis of cointegration systems**," Working Papers 780, Barcelona Graduate School of Economics.

- Javier Gómez Biscarri & Javier Hualde, 2014.
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