Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Choi, In
and
Ahn, Byung Chul
1995.
Testing for Cointegration in a System of Equations.
Econometric Theory,
Vol. 11,
Issue. 5,
p.
952.
Harris, David
1997.
Principal Components Analysis of Cointegrated Time Series.
Econometric Theory,
Vol. 13,
Issue. 4,
p.
529.
McCoskey, Suzanne
and
Kao, Chihwa
1998.
A residual-based test of the null of cointegration in panel data.
Econometric Reviews,
Vol. 17,
Issue. 1,
p.
57.
Gimeno, Ricardo
Manchado, Benjamı́n
and
Mı́nguez, Román
1999.
Stationarity tests for financial time series.
Physica A: Statistical Mechanics and its Applications,
Vol. 269,
Issue. 1,
p.
72.
Choi, In
and
Chul Ahn, Byung
1999.
Testing the null of stationarity for multiple time series.
Journal of Econometrics,
Vol. 88,
Issue. 1,
p.
41.
Choi, In
1999.
Testing the random walk hypothesis for real exchange rates.
Journal of Applied Econometrics,
Vol. 14,
Issue. 3,
p.
293.
Hubrich, Kirstin
Lütkepohl, Helmut
and
Saikkonen, Pentti
2001.
A REVIEW OF SYSTEMS COINTEGRATION TESTS.
Econometric Reviews,
Vol. 20,
Issue. 3,
p.
247.
Caner, M
and
Kilian, L
2001.
Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate.
Journal of International Money and Finance,
Vol. 20,
Issue. 5,
p.
639.
Lanne, Markku
2002.
Testing the Predictability of Stock Returns.
Review of Economics and Statistics,
Vol. 84,
Issue. 3,
p.
407.
Cappuccio, Nunzio
and
Lubian, Diego
2003.
Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors.
SSRN Electronic Journal,
LANNE, MARKKU
and
SAIKKONEN, PENTTI
2003.
Reducing size distortions of parametric stationarity tests.
Journal of Time Series Analysis,
Vol. 24,
Issue. 4,
p.
423.
Presno, María José
and
López, Anna Jusés
2003.
Testing for stationarity in series with a shift in the mean. A fredholm approach.
Test,
Vol. 12,
Issue. 1,
p.
195.
Hobijn, Bart
Franses, Philip Hans
and
Ooms, Marius
2004.
Generalizations of the KPSS‐test for stationarity.
Statistica Neerlandica,
Vol. 58,
Issue. 4,
p.
483.
Saikkonen, Pentti
and
Choi, In
2004.
COINTEGRATING SMOOTH TRANSITION REGRESSIONS.
Econometric Theory,
Vol. 20,
Issue. 02,
Jansson, Michael
2004.
STATIONARITY TESTING WITH COVARIATES.
Econometric Theory,
Vol. 20,
Issue. 01,
Darné, Olivier
and
Diebolt, Claude
2005.
New Trends in Macroeconomics.
p.
173.
Müller, Ulrich K.
2005.
Size and power of tests of stationarity in highly autocorrelated time series.
Journal of Econometrics,
Vol. 128,
Issue. 2,
p.
195.
Cappuccio, Nunzio
and
Lubian, Diego
2006.
Local Asymptotic Distributions of Stationarity Tests.
Journal of Time Series Analysis,
Vol. 27,
Issue. 3,
p.
323.
Cappuccio, Nunzio
and
Lubian, Diego
2007.
Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors.
Annals of the Institute of Statistical Mathematics,
Vol. 59,
Issue. 3,
p.
403.
Choi, In
and
Park, Daekeun
2008.
Causal relation between interest and exchange rates in the Asian currency crisis.
Japan and the World Economy,
Vol. 20,
Issue. 3,
p.
435.