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Citations for "Unit roots in economic time series: a selective survey"

by Francis X. Diebold & Marc Nerlove

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  1. Raghbendra Jha & Ibotombi Longjam, 2008. "A Divisia type saving aggregate for India," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 51-66.
  2. Francis X. Diebold & Lutz Kilian, 1997. "Measuring Predictability: Theory and Macroeconomic Applications," NBER Technical Working Papers 0213, National Bureau of Economic Research, Inc.
  3. José María Gil & J. Clemente & A, Montañés & M. Reyes, 1996. "Integración espacial y cointegración: una aplicación al mercado de cereales en España," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 6, pages 103-130, Diciembre.
  4. Campbell, John & Perron, Pierre, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots," Scholarly Articles 3374863, Harvard University Department of Economics.
  5. Mukhtar M. Ali, 1996. "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics 9604001, EconWPA.
  6. Luciano Gutierrez, 2003. "Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?," Macroeconomics 0311008, EconWPA.
  7. John Pippenger, 1991. "Forward rates as predictors of future spot rates in small open economies: The case of Kuwait," Open Economies Review, Springer, vol. 2(2), pages 183-201, June.
  8. Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York.
  9. Mukhtar M. Ali, 1996. "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics 9610004, EconWPA.
  10. Evans, M.D.D. & Lewis, K.K., 1993. "Trends in Expected Returns in Currency and Bond Markets," Weiss Center Working Papers 93-4, Wharton School - Weiss Center for International Financial Research.
  11. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, 05.
  12. Diebold, Francis X & Husted, Steven & Rush, Mark, 1991. "Real Exchange Rates under the Gold Standard," Journal of Political Economy, University of Chicago Press, vol. 99(6), pages 1252-1271, December.
  13. Dufour, Jean-Marie & Neifar, Malika, 2002. "Méthodes d’inférence exactes pour des processus autorégressifs : une approche fondée sur des tests induits," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(1), pages 19-40, Mars.
  14. Mukhtar Ali, 2002. "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 89-119.
  15. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India.
  16. Fred C. White, 1992. "Dynamic relationships between agribusiness sales and research," Agribusiness, John Wiley & Sons, Ltd., vol. 8(3), pages 233-241.
  17. Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
  18. Saatci, Mustafa & Aslan, Alper, 2007. "TÜRKİYE İMALAT SANAYİNDE İTHALATIN PİYASAYI DİSİPLİNE ETME HİPOTEZİNİN TESTİ: PANEL VERi YAKLASIMI," MPRA Paper 10604, University Library of Munich, Germany.
  19. Marcelo Resende & Marcos Lima, 2005. "Market share instability in Brazilian industry: a dynamic panel data analysis," Applied Economics, Taylor & Francis Journals, vol. 37(6), pages 713-718.
  20. Aslan, Alper, 2008. "Testing Gibrat’s law: empirical evidence from panel unit root tests of turkish firms," MPRA Paper 10594, University Library of Munich, Germany.
  21. Lauridsen, J. & Kosfeld, R., 2004. "A wald Test for Spatial Nonstationarity," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-12, Diciembre.
  22. Elbadawi, Ibrahim A. & Schmidt-Hebbel, Klaus, 1991. "Macroeconomic structure and policy in Zimbabwe, analysis and empirical model : 1965-1988," Policy Research Working Paper Series 771, The World Bank.
  23. Aslan, Alper, 2008. "Convergence of per capita health care expenditures in OECD Countries," MPRA Paper 10592, University Library of Munich, Germany.
  24. Kari Takala & Pekka Pere, 1991. "Testing the cointegration of house and stock prices in Finland," Finnish Economic Papers, Finnish Economic Association, vol. 4(1), pages 33-51, Spring.
  25. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio.
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