Advanced search
Publication Cover
Journal of the American Statistical Association Volume 90, 1995 - Issue 429
Submit an article Journal homepage
201
Views
640
CrossRef citations to date
0
Altmetric
Theory and Method

Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

Serena Ng Départment de Sciences Économiques et C.R.D.E., Université de Montréal, Québec, H3C 3J7, Canada
&
Pierre Perron Départment de Sciences Économiques et C.R.D.E., Université de Montréal, Québec, H3C 3J7, Canada
Pages 268-281 | Received 01 Aug 1993, Published online: 27 Feb 2012

Citations (640)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (173)

Saban Nazlioglu, Junsoo Lee, Margie Tieslau, Cagin Karul & Yu You. (2023) Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†. Econometric Reviews 42:1, pages 78-97.
Read now
Ivan Mendieta-Muñoz, Codrina Rada, Márcio Santetti & Rudiger von Arnim. (2022) The US labor share of income: what shocks matter?. Review of Social Economy 80:4, pages 514-549.
Read now
Suchismita Goswami. (2022) Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling. Communications in Statistics - Theory and Methods 51:10, pages 3382-3407.
Read now
Mapula Hildah Lefophane & Mmatlou Kalaba. (2022) Estimating effects of ICT intensity on productivity, employment and output in South Africa: an industry-level analysis. Information Technology for Development 28:2, pages 346-371.
Read now
Yunseon Choe, Junhui Wang & HakJun Song. (2021) The impact of the Middle East Respiratory Syndrome coronavirus on inbound tourism in South Korea toward sustainable tourism. Journal of Sustainable Tourism 29:7, pages 1117-1133.
Read now
Kentaka Aruga & Sudha Kannan. (2020) Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets. Cogent Economics & Finance 8:1.
Read now
David de Villiers, Natalya Apopo & Andrew Phiri. (2020) Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets. Cogent Economics & Finance 8:1.
Read now
Rohan Best & Paul J. Burke. (2019) Fuel prices and road accident outcomes in New Zealand. New Zealand Economic Papers 53:2, pages 109-124.
Read now
Fabio Bellini, Lorenzo Mercuri & Edit Rroji. (2018) Implicit expectiles and measures of implied volatility. Quantitative Finance 18:11, pages 1851-1864.
Read now
Ching-Lung Lu, Sheng-Tung Chen & Hsiao-I Kuo. (2018) International tourism demand in Asia: before and after the economic crisis. Asia Pacific Journal of Tourism Research 23:11, pages 1073-1085.
Read now
Efstathios Paparoditis & Dimitris N. Politis. (2018) The asymptotic size and power of the augmented Dickey–Fuller test for a unit root. Econometric Reviews 37:9, pages 955-973.
Read now
Hamidreza Ghorbani Dastgerdi, Zarinah Binti Yusof & Muhammad Shahbaz. (2018) Nexus between economic sanctions and inflation: a case study in Iran. Applied Economics 50:49, pages 5316-5334.
Read now
Georgios Chortareas, George Kapetanios & Georgios Magkonis. (2018) Resuscitating real interest rate parity: new evidence from panels. The European Journal of Finance 24:14, pages 1176-1189.
Read now
Jong-seok Oh. (2018) Changes in cyclical patterns of the USA labor market: from the perspective of nonlinear Okun’s law. International Review of Applied Economics 32:2, pages 237-258.
Read now
Robert Jump & Ivan Mendieta-Muñoz. (2017) Wage led aggregate demand in the United Kingdom. International Review of Applied Economics 31:5, pages 565-584.
Read now
Xiao Zhong & V.A. Samaranayake. (2016) Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors. Journal of Statistical Computation and Simulation 86:15, pages 3025-3037.
Read now
Jagadish Prasad Sahu & Chandan Kumar Mohanty. (2016) Is there a natural rate of crime in India?. Contemporary Social Science 11:4, pages 334-346.
Read now
George Kapetanios & Zacharias Psaradakis. (2016) Semiparametric Sieve-Type Generalized Least Squares Inference. Econometric Reviews 35:6, pages 951-985.
Read now
H. E.T. Holgersson, K. Månsson & G. Shukur. (2016) Testing for Panel Unit Roots under General Cross-sectional Dependence. Communications in Statistics - Simulation and Computation 45:5, pages 1785-1801.
Read now
Chi Wei Su, Hsu-Ling Chang & Chengsi Zhang. (2016) Nonlinear Taylor rules in Central Eastern European countries. The Journal of International Trade & Economic Development 25:3, pages 357-376.
Read now
Rafael González-Val & Luis Lanaspa. (2016) Patterns in US Urban Growth, 1790–2000. Regional Studies 50:2, pages 289-309.
Read now
Tomás del Barrio Castro, DeniseR. Osborn & A.M. Robert Taylor. (2016) The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. Econometric Reviews 35:1, pages 122-168.
Read now
Simeon Coleman & Vitor Leone. (2015) An investigation of regime shifts in UK commercial property returns: a time series analysis. Applied Economics 47:60, pages 6479-6492.
Read now
Alejandro C. García-Cintado, Diego Romero-Ávila & Carlos Usabiaga. (2015) A PANIC analysis on regional and sectoral inflation: the Spanish case. Applied Economics 47:44, pages 4685-4713.
Read now
Ourania Dimitraki & Faek Menla Ali. (2015) The Long-run Causal Relationship Between Military Expenditure and Economic Growth in China: Revisited. Defence and Peace Economics 26:3, pages 311-326.
Read now
Giuseppe Cavaliere, PeterC. B. Phillips, Stephan Smeekes & A. M. Robert Taylor. (2015) Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews 34:4, pages 512-536.
Read now
Jun Sik Kim & Doojin Ryu. (2015) Return and Volatility Spillovers and Cojump Behavior Between the U.S. and Korean Stock Markets. Emerging Markets Finance and Trade 51:sup1, pages S3-S17.
Read now
Rana Ejaz Ali Khan & Qazi Muhammad Adnan Hye. (2014) Foreign direct investment and liberalization policies in Pakistan: An empirical analysis. Cogent Economics & Finance 2:1.
Read now
Matteo Lanzafame. (2014) Current account sustainability in advanced economies. The Journal of International Trade & Economic Development 23:7, pages 1000-1017.
Read now
Sakiru Adebola Solarin, Elsadig Musa Ahmed & Jauhari Dahalan. (2014) Income convergence dynamics in ASEAN and SAARC blocs. New Zealand Economic Papers 48:3, pages 285-300.
Read now
Sakiru Adebola Solarin & Hooi Hooi Lean. (2014) Nonlinearity convergence of tourism markets in Seychelles. Current Issues in Tourism 17:6, pages 475-479.
Read now
Peggy Schrobback, Sean Pascoe & Louisa Coglan. (2014) IMPACTS OF INTRODUCED AQUACULTURE SPECIES ON MARKETS FOR NATIVE MARINE AQUACULTURE PRODUCTS: THE CASE OF EDIBLE OYSTERS IN AUSTRALIA. Aquaculture Economics & Management 18:3, pages 248-272.
Read now
Sakiru Adebola Solarin. (2014) Tourist arrivals and macroeconomic determinants of CO2 emissions in Malaysia. Anatolia 25:2, pages 228-241.
Read now
Su Zhou & Ali M. Kutan. (2014) Smooth structural breaks and the stationarity of the yen real exchange rates. Applied Economics 46:10, pages 1150-1159.
Read now
Alfred A. Haug. (2014) On real interest rate persistence: the role of breaks. Applied Economics 46:10, pages 1058-1066.
Read now
Joakim Westerlund. (2014) Heteroscedasticity Robust Panel Unit Root Tests. Journal of Business & Economic Statistics 32:1, pages 112-135.
Read now
Antonio Paradiso, Saten Kumar & B. Bhaskara Rao. (2013) The growth effects of education in Australia. Applied Economics 45:27, pages 3843-3852.
Read now
Aviral Kumar Tiwari & Muhammad Shahbaz. (2013) DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT. Defence and Peace Economics 24:4, pages 371-395.
Read now
Pui Sun Tam. (2013) Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization. Applied Economics 45:24, pages 3495-3511.
Read now
Hooi Hooi Lean & Russell Smyth. (2013) Do Malaysian house prices follow a random walk? Evidence from univariate and panel LM unit root tests with one and two structural breaks. Applied Economics 45:18, pages 2611-2627.
Read now
Thomas M. Fullerton$suffix/text()$suffix/text() & André Varella Mollick. (2013) Border region panel evidence on PPP deviations. Applied Economics 45:16, pages 2175-2182.
Read now
MariaE. de Boyrie & Roger Johns. (2013) The effects of trade agreements on the growth of major Latin American economies. The Journal of International Trade & Economic Development 22:3, pages 377-397.
Read now
G.L. Zou. (2013) Energy Prices and Housing Property Demand in Shanghai, China. Energy Sources, Part B: Economics, Planning, and Policy 8:1, pages 1-6.
Read now
Antonio Paradiso. (2013) What caused the equity withdrawal mechanism? An investigation using threshold cointegration and error correction. Applied Financial Economics 23:2, pages 139-148.
Read now
Maria Elena Bontempi & Roberto Golinelli. (2012) The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure. Quantitative Finance 12:11, pages 1733-1751.
Read now
Cheng-Feng Lee & Ching-Chuan Tsong. (2012) A revisit on real interest rate parity hypothesis – simulation evidence from efficient unit root tests. Applied Economics 44:24, pages 3089-3099.
Read now
Ching-Chuan Tsong & Cheng-Feng Lee. (2012) Re-examining the Fisher Effect: An Application of Small Sample Distributions of the Covariate Unit Root Test. Global Economic Review 41:2, pages 189-207.
Read now
Hui-Boon Tan, Eng-Tuck Cheah, Johnnie E. V. Johnson, Ming-Chien Sung & Chong-Hin Chuah. (2012) Stock market capitalization and financial integration in the Asia Pacific region. Applied Economics 44:15, pages 1951-1961.
Read now
Ariaster B. Chimeli, Roy G. Boyd & Darius M. Adams. (2012) International timber markets and tropical deforestation: the evidence from prices. Applied Economics 44:10, pages 1303-1314.
Read now
Aviral Kumar Tiwari & Suresh K.G.. (2012) Structural changes and regional disparity in China's inflation: a revisit. China Economic Journal 5:1, pages 17-28.
Read now
Marcella D’Uva & Rita De Siano. (2011) Time series approaches to Italian regional convergence. Applied Economics 43:29, pages 4549-4559.
Read now
George Kapetanios & Yongcheol Shin. (2011) Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model. Econometric Reviews 30:6, pages 620-645.
Read now
Daiki Maki. (2011) Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment. Communications in Statistics - Simulation and Computation 40:8, pages 1111-1121.
Read now
Lusine Lusinyan & John Thornton. (2011) Unit roots, structural breaks and cointegration in the UK public finances, 1750–2004. Applied Economics 43:20, pages 2583-2592.
Read now
Alaa El-Shazly. (2011) Designing an early warning system for currency crises: an empirical treatment. Applied Economics 43:14, pages 1817-1828.
Read now
Takashi Matsuki & Ryoichi Usami. (2011) China's regional convergence in panels with multiple structural breaks. Applied Economics 43:7, pages 873-890.
Read now
Marcel Marekwica, Raimond Maurer & Steffen Sebastian. (2011) Asset Meltdown—Fact or Fiction?. Journal of Real Estate Portfolio Management 17:1, pages 27-38.
Read now
Mita Bhattacharya & Paresh Kumar Narayan. (2010) Labour productivity trends in Australian manufacturing: some time series properties. Applied Economics 42:25, pages 3221-3230.
Read now
Ching-Chuan Tsong. (2010) Are Real Exchange Rates Mean Reverting in Developing Economies in Asia? A Covariate Stationarity Approach. International Economic Journal 24:3, pages 397-412.
Read now
Sandy Suardi. (2010) Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates. Applied Economics 42:22, pages 2865-2879.
Read now
Shaowen Wu. (2010) Lag Length Selection in DF-GLS Unit Root Tests. Communications in Statistics - Simulation and Computation 39:8, pages 1590-1604.
Read now
Steven Cook. (2010) Serial correlation, drift and range unit root testing. Applied Economics Letters 17:10, pages 939-944.
Read now
Betul Dicle & MehmetF. Dicle. (2010) Military Spending and GDP Growth: Is there a General Causal Relationship?. Journal of Comparative Policy Analysis: Research and Practice 12:3, pages 311-345.
Read now
Axel Dreher & Tim Krieger. (2010) Diesel price convergence and mineral oil taxation in Europe. Applied Economics 42:15, pages 1955-1961.
Read now
Jian-Zhou Teng & Qi Liang. (2010) Reassessment of the finance-growth nexus in the presence of structural breaks. Applied Economics 42:8, pages 977-988.
Read now
Hsiu-Yun Lee, Jyh-Lin Wu & Chiung-Hsiang Lin. (2010) Hysteresis in East Asian unemployment. Applied Economics 42:7, pages 887-898.
Read now
Charalambos Pattichis. (2010) The intertemporal budget constraint and current account sustainability in Cyprus: evidence and policy implications. Applied Economics 42:4, pages 463-473.
Read now
Mehmet Huseyin Bilgin, Chi Keung Marco Lau & Manuela Tvaronavičiene. (2010) Is China integrated with her major trading partners: Evidence on financial and real integration. Ukio Technologinis ir Ekonominis Vystymas 16:2, pages 173-187.
Read now
Zia Wadud, Daniel J. Graham & Robert B. Noland. (2009) A cointegration analysis of gasoline demand in the United States. Applied Economics 41:26, pages 3327-3336.
Read now
Olivier Darné. (2009) Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks. Communications in Statistics - Simulation and Computation 38:5, pages 1037-1050.
Read now
Lusine Lusinyan & John Thornton. (2009) The sustainability of South African fiscal policy: an historical perspective. Applied Economics 41:7, pages 859-868.
Read now
Claude Lopez. (2009) A Panel Unit Root Test with Good Power in Small Samples. Econometric Reviews 28:4, pages 295-313.
Read now
Paresh Kumar Narayan, Arti Prasad & Baljeet Singh. (2008) A test of the Wagner's hypothesis for the Fiji islands. Applied Economics 40:21, pages 2793-2801.
Read now
Kosei Fukuda. (2008) Model-selection-based unit-root detection in unemployment rates: international evidence. Applied Economics 40:21, pages 2785-2791.
Read now
Steven Cook. (2008) An alternative perspective on the stochastic convergence of incomes in the United States. Applied Economics Letters 15:12, pages 929-934.
Read now
Vicente Esteve & María A. Prats. (2008) Are there threshold effects in the stock price–dividend relation? The case of the US stock market, 1871–2004. Applied Financial Economics 18:19, pages 1533-1537.
Read now
André Varella Mollick. (2008) The Rise of the Skill Premium in Mexican Maquiladoras. The Journal of Development Studies 44:9, pages 1382-1404.
Read now
Chien-Chiang Lee & Chun-Ping Chang. (2008) Trend stationary of inflation rates: evidence from LM unit root testing with a long span of historical data. Applied Economics 40:19, pages 2523-2536.
Read now
Chien-Chung Nieh, Jeng-Bau Lin & Yu-shan Wang. (2008) Exchange rate uncertainty and corporate values: evidence from Taiwan. Applied Financial Economics 18:14, pages 1181-1192.
Read now
André Varella Mollick. (2008) Relative wages, labor supplies and trade in Mexican manufacturing: Evidence from two samples. The Journal of International Trade & Economic Development 17:2, pages 213-241.
Read now
Heng Chen, Russell Smyth & Wing-Keung Wong. (2008) Is being a super-power more important than being your close neighbour? A study of what moves the Australian stock market. Applied Financial Economics 18:9, pages 733-747.
Read now
Paresh Kumar Narayan & Biman Chand Prasad. (2008) Are shocks to real effective exchange rates permanent or transitory? Evidence from Pacific Island countries. Applied Economics 40:8, pages 1053-1060.
Read now
Tetiana Stadnytska, Simone Braun & Joachim Werner. (2008) Model Identification of Integrated ARMA Processes. Multivariate Behavioral Research 43:1, pages 1-28.
Read now
L. Vanessa Smith & Demosthenes N. Tambakis. (2008) Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation. The European Journal of Finance 14:2, pages 75-89.
Read now
Kosei Fukuda. (2007) Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types. Communications in Statistics - Simulation and Computation 37:1, pages 154-166.
Read now
Kosei Fukuda. (2007) Cointegration Detection Using Dynamic Factor Models. Communications in Statistics - Simulation and Computation 37:1, pages 143-153.
Read now
Sílvia Gonçalves & Lutz Kilian. (2007) Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity. Econometric Reviews 26:6, pages 609-641.
Read now
Dimitrios V. Vougas. (2007) Modification of the LM unit root test. Applied Economics Letters 14:12, pages 913-917.
Read now
Gabriel Rodríguez. (2007) Finite sample behaviour of the level shift model using quasi-differenced data. Journal of Statistical Computation and Simulation 77:10, pages 889-905.
Read now
Lean Hooi Hooi & Russell Smyth. (2007) Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks. Applied Economics 39:16, pages 2109-2120.
Read now
Josep Lluís Carrion-I-Silvestre & Vicente German-Soto. (2007) Stochastic Convergence amongst Mexican States. Regional Studies 41:4, pages 531-541.
Read now
A. F. Galvão Jr & F. A. Reis Gomes. (2007) Convergence or divergence in Latin America? A time series analysis. Applied Economics 39:11, pages 1353-1360.
Read now
André Varella Mollick. (2007) Random Walks and Half-Lives in Chilean and Mexican Peso Real Exchange Rates: 1980 – 2003. Journal of Applied Economics 10:1, pages 185-211.
Read now
Roberto Martínez-Espiñeira. (2007) An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques. Journal of Applied Economics 10:1, pages 161-184.
Read now
Diego Romero-Ávila & Carlos Usabiaga. (2007) Unit root tests and persistence of unemployment: Spain vs. the United States. Applied Economics Letters 14:6, pages 457-461.
Read now
Vicente Esteve & José L. Martínez-Zahonero. (2007) Testing the long-run relationship between health expenditures and GDP in the presence of structural change: the case of Spain. Applied Economics Letters 14:4, pages 271-276.
Read now
John W. Dawson, Steven W. Millsaps & Mark C. Strazicich. (2007) Trend breaks and non-stationarity in the Yugoslav black market for dollars, 1974–1987. Applied Economics 39:1, pages 43-51.
Read now
Jian-Rong Hou, Pei Huang & Dan Huang. (2006) A Unit Root Test for Two Time Series in China's Tourism Industry. The Chinese Economy 39:6, pages 39-48.
Read now
Daiki Maki. (2006) Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. Applied Financial Economics 16:17, pages 1301-1307.
Read now
Paresh Kumar Narayan & Russell Smyth. (2006) Temporal causality and the dynamics of judicial appellate caseload, real income and socio-economic complexity in Australia. Applied Economics 38:19, pages 2209-2219.
Read now
Ana Belén Gracia Andía, María Dolores Gadea Rivas & José María Serrano Sanz. (2006) The effects of macroeconomic stability on foreign trade. An analysis for Spain, 1986–2000. Applied Economics 38:17, pages 2021-2036.
Read now
Darja Borš;ič & Jani Bekő. (2006) Testing the Theory of Purchasing Power Parity for Slovenia and Hungary. Eastern European Economics 44:4, pages 82-96.
Read now
Daiki Maki & Shin-ichi Kitasaka. (2006) The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test. Applied Economics 38:13, pages 1585-1592.
Read now
Kosei Fukuda. (2006) Time-Series Forecast Jointly Allowing the Unit-Root Detection and the Box–Cox Transformation. Communications in Statistics - Simulation and Computation 35:2, pages 419-427.
Read now
Paresh Kumar Narayan. (2006) Are Australia's tourism markets converging?. Applied Economics 38:10, pages 1153-1162.
Read now
Darrin Downes, Winston Moore & Dwayne Jackson. (2006) Financial liberalization and the stationarity of money multiplier. International Economic Journal 20:2, pages 227-240.
Read now
Judith A. Clarke & Sadaf Mirza. (2006) A comparison of some common methods for detecting Granger noncausality. Journal of Statistical Computation and Simulation 76:3, pages 207-231.
Read now
Vicente Esteve & Francisco Requena. (2006) A Cointegration Analysis of Car Advertising and Sales Data in the Presence of Structural Change. International Journal of the Economics of Business 13:1, pages 111-128.
Read now
Martin B. Schmidt. (2006) On the evolution of competition: an application of nonlinear tests. Applied Economics 38:1, pages 1-12.
Read now
Jomana Amara & David H. Papell. (2006) Testing for Purchasing Power Parity using stationary covariates. Applied Financial Economics 16:1-2, pages 29-39.
Read now
Vicente Esteve & Juan Sanchis-Llopis. (2005) Estimating the substitutability between private and public consumption: the case of Spain, 1960–2003. Applied Economics 37:20, pages 2327-2334.
Read now
Steven Cook & Neil Manning. (2005) Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests. Journal of Statistical Computation and Simulation 75:9, pages 709-729.
Read now
Alaa El-Shazly. (2005) Imperfect information and credit rationing equilibrium: evidence from Egypt. Review of Middle East Economics and Finance 3:2, pages 151-164.
Read now
E Anoruo & H Braha. (2005) The Permanent and Transitory Effects of Budget Deficits on Private Investment in South Africa. Studies in Economics and Econometrics 29:2, pages 97-106.
Read now
Kosei Fukuda. (2005) Did the bubble burst cause structural breaks in the Japanese economy? Evidence from 84 manufacturing industries. Applied Economics Letters 12:6, pages 369-373.
Read now
Wojciech W. Charemza, Daniela Hristova & Peter Burridge. (2005) Is inflation stationary?. Applied Economics 37:8, pages 901-903.
Read now
Paresh Kumar Narayan & Russell Smyth . (2005) Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models. Applied Financial Economics 15:8, pages 547-556.
Read now
Carmen López-Pueyo & Jaime Sanaú . (2005) Internal versus external economies in European countries. Applied Economics 37:4, pages 463-471.
Read now
AlanK. M. Au, Bala Ramasamy & MatthewC. H. Yeung. (2005) The effects of SARS on the Hong Kong tourism industry: An empirical evaluation. Asia Pacific Journal of Tourism Research 10:1, pages 85-95.
Read now
Attila Odabaşl, Celal Asku & Vedat Akgiray. (2004) The statistical evolution of prices on the Istanbul stock exchange. The European Journal of Finance 10:6, pages 510-525.
Read now
Amit Sen. (2004) Are US macroeconomic series difference stationary or trend-break stationary?. Applied Economics 36:18, pages 2025-2029.
Read now
Paresh Kumar Narayan & Russell Smyth . (2004) Modelling the linkages between the Australian and G7 stock markets: common stochastic trends and regime shifts. Applied Financial Economics 14:14, pages 991-1004.
Read now
Huayu Sun & Yue Ma. (2004) Money and price relationship in China. Journal of Chinese Economic and Business Studies 2:3, pages 225-247.
Read now
Tony S. Wirjanto. (2004) Exploring consumption-based asset pricing model with stochastic-trend forcing processes. Applied Economics 36:14, pages 1591-1597.
Read now
Hsiu-Yun Lee & Jyh-Lin Wu. (2004) Convergence of interest rates around the Pacific Rim. Applied Economics 36:12, pages 1281-1288.
Read now
M. DOLORES GADEA, EVA PARDOS & CLAUDIA PÉREZ‐FORNIÉS. (2004) A LONG‐RUN ANALYSIS OF DEFENCE SPENDING IN THE NATO COUNTRIES (1960–99). Defence and Peace Economics 15:3, pages 231-249.
Read now
Christos Kollias , Charis Naxakisb & Leonidas Zarangasb. (2004) Defence Spending and Growth in Cyprus: A Causal Analysis. Defence and Peace Economics 15:3, pages 299-307.
Read now
Catherine Y. Co & Mark E. Wohar. (2004) Technological convergence among US regions and states . Economics of Innovation and New Technology 13:2, pages 101-126.
Read now
William J. Crowder & Mark E. Wohar. (2004) A cointegrated structural VAR model of the Canadian economy. Applied Economics 36:3, pages 195-213.
Read now
David A. Peel, Michael J. Peel & Ioannis A. Venetis. (2004) Further empirical analysis of the time series properties of financial ratios based on a panel data approach. Applied Financial Economics 14:3, pages 155-163.
Read now
Robert Hoffmann, Lee Chew Ging & Bala Ramasamy. (2003) Shocks to Malaysia's Exports: Temporary or Permanent?. Journal of Asia-Pacific Business 5:1, pages 19-31.
Read now
Gawon Yoon. (2003) The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power. Applied Economics Letters 10:10, pages 627-631.
Read now
Gabriel Rodríguez & Yiagadeesen Samy. (2003) Analysing the effects of labour standards on US export performance. A time series approach with structural change. Applied Economics 35:9, pages 1043-1051.
Read now
Steven Cook. (2003) The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests. Applied Economics Letters 10:7, pages 393-395.
Read now
Steven Cook. (2003) The stylized approach to unit root testing: Neglected contributions and the cost of simplicity. Journal of Applied Statistics 30:3, pages 267-272.
Read now
Pierre Perron. (2003) Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1). Econometric Reviews 22:3, pages 239-245.
Read now
Mark C. Strazicich. (2002) International evidence of tax smoothing in a panel of industrial countries. Applied Economics 34:18, pages 2325-2331.
Read now
Steven Cook. (2002) Spurious rejection using Dickey-Fuller tests. Applied Economics Letters 9:9, pages 557-562.
Read now
Jerry Coakley & Ana-Maria Fuertes. (2002) Asymmetric dynamics in UK real interest rates. Applied Financial Economics 12:6, pages 379-387.
Read now
Kari Heimonen. (2002) Stock market integration: evidence on price integration and return convergence. Applied Financial Economics 12:6, pages 415-429.
Read now
Yoosoon Chang & Joon Y. Park. (2002) ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. Econometric Reviews 21:4, pages 431-447.
Read now
Neil Kellard, Paul Newbold & Tony Rayner. (2001) Evaluating currency market efficiency: are cointegration tests appropriate?. Applied Financial Economics 11:6, pages 681-691.
Read now
Kirstin Hubrich, Helmut Lütkepohl & Pentti Saikkonen. (2001) A REVIEW OF SYSTEMS COINTEGRATION TESTS. Econometric Reviews 20:3, pages 247-318.
Read now
Christian E. Weber. (2001) F-tests for lag length selection in augmented Dickey–Fuller regressions: some Monte Carlo evidence. Applied Economics Letters 8:7, pages 455-458.
Read now
Christian E. Weber. (2001) Alternative lag length selection criteria and the split-trend stationarity hypothesis. Applied Economics 33:2, pages 237-247.
Read now
María‐Dolores Gadea & Antonio Montañes. (2001) An analysis of defence spending in Spain: A long‐run approach* . Defence and Peace Economics 12:5, pages 369-393.
Read now
Maria Elena Condon, Carmen Marcuello & Antonio Montanes. (2000) Are health care functions stable? An application to the Canadian and US economies. Applied Economics Letters 7:11, pages 735-738.
Read now
FrancisX. Diebold & Lutz Kilian. (2000) Unit-Root Tests Are Useful for Selecting Forecasting Models. Journal of Business & Economic Statistics 18:3, pages 265-273.
Read now
Christos Kollias & Stelios Makrydakis. (2000) Tax and spend or spend and tax? Empirical evidence from Greece, Spain, Portugal and Ireland. Applied Economics 32:5, pages 533-546.
Read now
Christos Kollias & Stelios Makrydakis. (2000) A note on the causal relationship between defence spending and growth in Greece: 1955–93. Defence and Peace Economics 11:1, pages 173-184.
Read now
Christopher Tsoukis & Ahmed Alyousha. (1999) Implications of intertemporal optimization for house and land prices. Applied Economics 31:12, pages 1565-1571.
Read now
Jesus Clemente, Antonio Montanes & Montserrat Ponz. (1999) Are the consumption/output and investment/output ratios stationary? An international analysis. Applied Economics Letters 6:10, pages 687-691.
Read now
ELIAS TZAVALIS. (1999) A common shift in real interest rates across countries. Applied Financial Economics 9:4, pages 365-369.
Read now
CHRISTIAN E. WEBER. (1999) Fiscal policy in general equilibrium: empirical estimates from an error correction model. Applied Economics 31:7, pages 907-913.
Read now
KARI HEIMONEN. (1999) Stationarity of the European real exchange rates-evidence from panel data. Applied Economics 31:6, pages 673-677.
Read now
ANDREW L. H. PARKES & ANDREAS SAVVIDES. (1999) Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates. Applied Financial Economics 9:2, pages 117-127.
Read now
S.J. Leybourne & B. P. M. HcCabe. (1999) Modified Stationarity Tests With Data-Dependent Model-Selection Rules. Journal of Business & Economic Statistics 17:2, pages 264-270.
Read now
Karim M. Abadir. (1999) An introduction to hypergeometric functions for economists. Econometric Reviews 18:3, pages 287-330.
Read now
F. Cribari-Neto & S. G. Zarkos. (1999) Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing. Econometric Reviews 18:2, pages 211-228.
Read now
Paul Newbold, Toni Rayner, Neil Kellard & Christine Ennew. (1998) Is the dollar/ECU exchange rate a random walk?. Applied Financial Economics 8:6, pages 553-558.
Read now
Dirk Frantzen. (1998) R&D efforts, international technology spillovers and the evolution of productivity in industrial countries. Applied Economics 30:11, pages 1459-1469.
Read now
A. C. Arize & S. S. Shwiff. (1998) Does exchange-rate volatility affect import flows in G-7 Countries? Evidence from cointegration models. Applied Economics 30:10, pages 1269-1276.
Read now
Ahmed Alyousha & Christopher Tsoukis. (1998) Ricardian causal ordering and the relation between house and land prices: evidence from England. Applied Economics Letters 5:5, pages 325-328.
Read now
TimothyJ. Vogelsang. (1998) Testing for a Shift in Mean Without Having to Estimate Serial-Correlation Parameters. Journal of Business & Economic Statistics 16:1, pages 73-80.
Read now
Yin-Wong. Cheung & Kon S. Lai. (1998) Power of the augmented dickey-fuller test with information-based lag selection. Journal of Statistical Computation and Simulation 60:1, pages 57-65.
Read now
Kevin J. Fox. (1997) White noise and other experiments on augmented Dickey-Fuller tests. Applied Economics Letters 4:11, pages 689-694.
Read now
Christos Kollias & Stelios Makrydakis. (1997) Is there a Greek‐Turkish arms race?: Evidence from cointegration and causality tests† . Defence and Peace Economics 8:4, pages 355-379.
Read now
Christos Kollias. (1997) Defence spending and growth in turkey 1954–1993: A causal analysis. Defence and Peace Economics 8:2, pages 189-204.
Read now
ChristosA. Avramides. (1997) Alternative models of Greek defence expenditures. Defence and Peace Economics 8:2, pages 145-187.
Read now
Zacharias Psaradakis. (1997) Testing for unit roots in time series with nearly deterministic seasonal variation. Econometric Reviews 16:4, pages 421-439.
Read now
Crato Nuno & Pedro J. F de Lima. (1997) On the power of underdifferencing and overdifferencing tests against nearly nonstationary alternatives. Communications in Statistics - Simulation and Computation 26:4, pages 1431-1446.
Read now
Paul Newbold & Dimitrios Vougas. (1996) Drift in the relative price of primary commodities: a case where we care about unit roots. Applied Economics 28:6, pages 653-661.
Read now
PierreL. Siklos. (1995) The demand for money in New Zealand in an era of institutional change: Evidence from the 1981–1994 period. New Zealand Economic Papers 29:1, pages 21-40.
Read now

Articles from other publishers (467)

Nikolaos Kourogenis, Nikitas Pittis & Panagiotis Samartzis. (2024) Unbounded heteroscedasticity in autoregressive models. The Journal of Economic Asymmetries 29, pages e00351.
Crossref
Modhurima Dey Amin, Syed Badruddoza, Jill J. McCluskey & Gregory Astill. (2024) Product differentiation in the fruit industry: Lessons from trademarked apples. Agribusiness.
Crossref
Carlos Gayán-Navarro & Marcos Sanso-Navarro. (2024) Long-run inequality persistence in the U.S., 1870–2019. Social Indicators Research 172:1, pages 261-281.
Crossref
Rafael González-Val, Arturo Ramos & Samuel Standaert. (2023) Urban growth in the long term: Belgium, 1880–1970. The Annals of Regional Science 72:3, pages 881-902.
Crossref
Thai-Ha Le, Long Hai Vo & Farhad Taghizadeh-Hesary. (2022) A study on the nonlinear dynamics of ASEAN financial integration. Journal of Asian Business and Economic Studies 31:1, pages 2-14.
Crossref
Rizwan Firdos, Mohammad Subhan, Babu Bakhsh Mansuri & Majed Alharthi. (2024) Unraveling the impact of COVID-19 pandemic on foreign direct investment and its determinants: empirical insights from SAARC countries. Journal of Economic Studies.
Crossref
Frédérique Bec, Alain Guay, Heino Bohn Nielsen & Sarra Saïdi. (2023) Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price. Studies in Nonlinear Dynamics & Econometrics 0:0.
Crossref
James Vercammen. (2023) A random walk for agricultural total factor productivity. Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie.
Crossref
Opeoluwa Adeniyi Adeosun, Suhaib Anagreh, Mosab I. Tabash & Adebayo Adedokun. (2023) Revisiting the connectedness between oil prices and uncertainty indicators in BRICS countries. Resources Policy 86, pages 104278.
Crossref
Bira Zhahadai. (2023) Are business cycles in emerging market economies alike?. International Economics and Economic Policy 20:4, pages 537-561.
Crossref
Yang Yang, Heng Zhang, Yuzhen Zhu, Changyu Zhou & Huaifeng Sun. (2023) Denoising land-based controlled-source electromagnetic data based on a same-site noise reference channel. Geophysical Journal International 235:3, pages 2285-2304.
Crossref
Gaolu Zou & Kwong Wing Chau. (2023) Energy consumption, economic growth and environmental sustainability: Evidence from China. Energy Reports 9, pages 106-116.
Crossref
Shaohe Zhang, Riazullah Shinwari, Shikuan Zhao & Abd Alwahed Dagestani. (2023) Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. Resources Policy 83, pages 103608.
Crossref
Fakhri J. Hasanov, Shahriyar Mukhtarov & Elchin Suleymanov. (2023) The role of renewable energy and total factor productivity in reducing CO2 emissions in Azerbaijan. Fresh insights from a new theoretical framework coupled with Autometrics. Energy Strategy Reviews 47, pages 101079.
Crossref
Dietmar Bauer. (2023) Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. Econometrics 11:2, pages 11.
Crossref
Michael Olumekor, Hossam Haddad & Nidal Mahmoud Al-Ramahi. (2023) The Relationship between Search Engines and Entrepreneurship Development: A Granger-VECM Approach. Sustainability 15:6, pages 5053.
Crossref
Kyung So Im, M. Hashem Pesaran & Yongcheol Shin. (2023) Reprint of: Testing for unit roots in heterogeneous panels. Journal of Econometrics 234, pages 56-69.
Crossref
Lenin Arango-Castillo, María José Orraca & G. Stefano Molina. (2023) The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. Economic Modelling 120, pages 106121.
Crossref
Eric Le Fur. (2022) The long-term relationship between the US housing market and HNWIs. Managerial Finance 49:3, pages 421-442.
Crossref
Chinnadurai Kathiravan, Murugesan Selvam, Balasundram Maniam, Leo Paul Dana & Manivannan Babu. (2023) The Effects of Crude Oil Price Surprises on National Income: Evidence from India. Energies 16:3, pages 1148.
Crossref
Chandler Reilly. (2023) The Political Economy of Rising Defense Costs. SSRN Electronic Journal.
Crossref
Alexandros Palaios, Christian L. Vielhaus, Daniel F. Külzer, Cara Watermann, Rodrigo Hernangómez, Sanket Partani, Philipp Geuer, Anton Krause, Raja Sattiraju, Martin Kasparick, Gerhard P. Fettweis, Frank H. P. Fitzek, Hans D. Schotten & Slawomir Stańczak. (2023) Machine Learning for QoS Prediction in Vehicular Communication: Challenges and Solution Approaches. IEEE Access 11, pages 92459-92477.
Crossref
Panchanan DasPanchanan Das. 2023. Ökonometrie in Theorie und Praxis. Ökonometrie in Theorie und Praxis 311 374 .
John D. LevendisJohn D. Levendis. 2023. Time Series Econometrics. Time Series Econometrics 143 173 .
Tomasz Kijek, Arkadiusz Kijek & Anna Matras-BolibokTomasz Kijek, Arkadiusz Kijek & Anna Matras-Bolibok. 2023. Innovation and Regional Technological Convergence. Innovation and Regional Technological Convergence 47 77 .
Dionisio Ramírez-Carrera, Gemma Durán-Romero, Ana M. López & José Antonio Negrín de la Peña. 2023. Advances in Empirical Economic Research. Advances in Empirical Economic Research 235 256 .
Tsinuel N. Geleta & Girma Bitsuamlak. (2022) Validation metrics and turbulence frequency limits for LES-based wind load evaluation for low-rise buildings. Journal of Wind Engineering and Industrial Aerodynamics 231, pages 105210.
Crossref

Displaying 200 of 640 citing articles. Use the download link below to view the full list of citing articles.

Download full citations list

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.