Unit root tests
By Edward Herranz. 2017
123 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/93941afc34d4e6cc62d0858248f380e8df3a628b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Daron Acemoglu
- P. Restrepo
- James A. Robinson
- Efstathios Paparoditis
- Dimitris Nicolas Politis
- Suresh Naidu
- David H. Autor
- Philippe Aghion
In Finance
- Dimitris Nicolas Politis
- Efstathios Paparoditis
- Daron Acemoglu
- James A. Robinson
- P. Restrepo
- Suresh Naidu
- Rainer Dahlhaus
- Xiaofeng Shao
Citations in the corpus
- The asymptotic size and power of the augmented Dickey–Fuller test for a unit root (2018, background): “Testing for the presence of a unit root is a widely investigated problem in econometrics; cf. Hamilton (1994) or Patterson (2011) for extensive treatments of this topic.”
- Democracy Does Cause Growth (2019, background): “11 We should note, however, that the Levin et al. (2002) test requires two restrictive conditions to be satisfied: that the persistence of the GDP process is the same for all countries and that all cross-sectional dependence can be fully absorbed by year fixed effects.”