Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Wooldridge, Jeffrey M.
1994.
Vol. 4,
Issue. ,
p.
2639.
Shin, Yongcheol
1994.
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration.
Econometric Theory,
Vol. 10,
Issue. 1,
p.
91.
Phillips, Peter C.B.
1995.
Robust Nonstationary Regression.
Econometric Theory,
Vol. 11,
Issue. 5,
p.
912.
de Jong, R.M.
1995.
Laws of Large Numbers for Dependent Heterogeneous Processes.
Econometric Theory,
Vol. 11,
Issue. 2,
p.
347.
Hansen, Bruce E.
1995.
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power.
Econometric Theory,
Vol. 11,
Issue. 5,
p.
1148.
Lucas, André
1995.
Unit Root Tests Based on M Estimators.
Econometric Theory,
Vol. 11,
Issue. 2,
p.
331.
Saikkonen, Pentti
1995.
Dependent versions of a central limit theorem for the squared length of a sample mean.
Statistics & Probability Letters,
Vol. 22,
Issue. 3,
p.
185.
Leybourne, S. J.
McCabe, B. P. M.
and
Tremayne, A. R.
1996.
Can Economic Time Series Be Differenced to Stationarity?.
Journal of Business & Economic Statistics,
Vol. 14,
Issue. 4,
p.
435.
Leybourne, Stephen J.
McCabe, Brendan P. M.
and
Mills, Terence C.
1996.
Randomized unit root processes for modelling and forecasting financial time series: Theory and applications.
Journal of Forecasting,
Vol. 15,
Issue. 3,
p.
253.
Saikkonen, Pentti
and
Luukkonen, Ritva
1996.
TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION.
Journal of Time Series Analysis,
Vol. 17,
Issue. 5,
p.
481.
Herce, Miguel A.
1996.
Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors.
Econometric Theory,
Vol. 12,
Issue. 1,
p.
129.
de Jong, Robert M.
1996.
A strong law of large numbers for triangular mixingale arrays.
Statistics & Probability Letters,
Vol. 27,
Issue. 1,
p.
1.
Gregory, Allan W.
and
Hansen, Bruce E.
1996.
Residual-based tests for cointegration in models with regime shifts.
Journal of Econometrics,
Vol. 70,
Issue. 1,
p.
99.
Harris, David
1997.
Principal Components Analysis of Cointegrated Time Series.
Econometric Theory,
Vol. 13,
Issue. 4,
p.
529.
Lubian, Diego
1997.
Local-to-Spurious Regression—Solution.
Econometric Theory,
Vol. 13,
Issue. 4,
p.
608.
Lucas, André
1997.
Cointegration Testing Using Pseudolikelihood Ratio Tests.
Econometric Theory,
Vol. 13,
Issue. 2,
p.
149.
Davidson, James
and
Robert de Jong
1997.
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results.
Econometric Reviews,
Vol. 16,
Issue. 3,
p.
251.
Vogelsang, Timothy J.
1997.
Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series.
Econometric Theory,
Vol. 13,
Issue. 6,
p.
818.
Shin, Dong Wan
and
Sarkar, Sahadeb
1997.
Regression with integrated regressors.
Journal of Statistical Planning and Inference,
Vol. 64,
Issue. 2,
p.
325.
Franses, Philip Hans
and
Vogelsang, Timothy J.
1998.
On Seasonal Cycles, Unit Roots, and Mean Shifts.
Review of Economics and Statistics,
Vol. 80,
Issue. 2,
p.
231.