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(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES |
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4 |

(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? |
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9 |
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27 |

(When) Should cointegrating regressions be detrended? The case of a German money demand function |
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87 |
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1 |
689 |

A Casebook for a first course in statistics and data analysis.: S. Chatterjee, M.S. Handcock and J.S. Simon-off (1995): Wiley & Sons, ISBN 0-471-11030-2, [pound sign] 19.95, pp. 314 |
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1 |
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98 |
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2 |
15 |
229 |

A Note on Correlation in Regressions Without Cointegration |
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3 |
0 |
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1 |
8 |

A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION |
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1 |
1 |
25 |
1 |
1 |
4 |
76 |

A note on Phillips-Perron-type statistics for cointegration testing |
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13 |
1 |
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5 |
48 |

Asymptotic Behavior of Temporal Aggregates in the Frequency Domain |
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1 |
10 |
0 |
0 |
4 |
41 |

Asymptotic normal tests for integration in panels with cross-dependent units |
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0 |
0 |
17 |
0 |
2 |
5 |
87 |

Autoregressive distributed lag models and cointegration |
3 |
3 |
10 |
236 |
6 |
9 |
38 |
629 |

Cointegration Testing in Single Error‐Correction Equations in the Presence of Linear Time Trends |
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0 |
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Combining Significance of Correlated Statistics with Application to Panel Data* |
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4 |
81 |
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1 |
9 |
417 |

Comment on "Long-run relationships between labor and capital: Indirect evidence on the elasticity of substitution" |
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1 |
18 |
0 |
0 |
3 |
57 |

D. N. DeJong and C. Dave: Structural Macroeconometrics |
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0 |
132 |
0 |
0 |
2 |
294 |

Detecting changes from short to long memory |
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0 |
7 |
0 |
1 |
3 |
48 |

Detecting multiple breaks in long memory the case of U.S. inflation |
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7 |
26 |
1 |
4 |
15 |
73 |

Effect of neglected deterministic seasonality on unit root tests |
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0 |
8 |
0 |
1 |
4 |
43 |

Effect of temporal aggregation on multiple time series in the frequency domain |
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6 |
0 |
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27 |

Effect of the order of fractional integration on impulse responses |
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14 |
0 |
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43 |

Ergodic for the mean |
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1 |
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17 |
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5 |
10 |
35 |

Estimating the mean under strong persistence |
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6 |
6 |
2 |
7 |
11 |
11 |

Estimation of fractional integration under temporal aggregation |
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33 |
0 |
0 |
2 |
115 |

Fractional cointegration in the presence of linear trends |
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33 |
0 |
1 |
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72 |

Grundausbildung in Ökonometrie |
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1 |
6 |

Harmonically Weighted Processes |
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1 |
1 |
1 |
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6 |

Hysteresis in Unemployment Rates? A Comparison between Germany and the US |
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55 |
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177 |

IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY |
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27 |
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2 |
50 |

Impulse responses of antipersistent processes |
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9 |
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43 |

Inference on the cointegration rank in fractionally integrated processes |
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1 |
4 |
125 |
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3 |
11 |
291 |

Inflation-unemployment tradeoff and regional labor market data |
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127 |
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2 |
2 |
572 |

Jürgen Wolters |
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14 |

Jürgen Wolters |
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1 |
1 |
6 |
21 |

Katsuto Tanaka (2017): Time series analysis: nonstationary and noninvertible distribution theory, 2nd edition |
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1 |
0 |
1 |
6 |
8 |

LONG MEMORY TESTING IN THE TIME DOMAIN |
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65 |
1 |
3 |
8 |
169 |

Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated |
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99 |
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4 |
569 |

Long Memory in Inflation Rates: International Evidence |
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27 |
699 |

M. H. Pesaran (2015): Time series and panel data econometrics. Oxford University Press, Oxford, 1104 pp, Hardcover 110.00 $$\pounds $$ £, ISBN: 9780198736912 |
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2 |
6 |
32 |
3 |
8 |
17 |
87 |

Multicointegration under measurement errors |
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7 |
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47 |

Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage |
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26 |
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112 |

Nonsense regressions due to neglected time-varying means |
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7 |
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37 |

On Critical Values of Tests against a Change in Persistence* |
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13 |
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58 |

On the effect of seasonal adjustment on the log-periodogram regression |
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28 |
0 |
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3 |
124 |

On the persistence of the Eonia spread |
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0 |
3 |
66 |
1 |
4 |
18 |
226 |

On the power of unit root tests against fractional alternatives |
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0 |
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79 |
0 |
0 |
6 |
257 |

Palma, W.: Time series analysis |
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1 |
1 |
14 |
0 |
1 |
5 |
27 |

Panel Cointegration Testing in the Presence of Linear Time Trends |
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0 |
5 |
1 |
3 |
9 |
39 |

Persistence in the banking industry: Fractional integration and breaks in memory |
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0 |
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5 |
0 |
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42 |

Persistence under temporal aggregation and differencing |
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0 |
1 |
6 |
1 |
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4 |
28 |

Pitfalls of post-model-selection testing: experimental quantification |
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1 |
28 |
1 |
2 |
5 |
89 |

Powerful Unit Root Tests Free of Nuisance Parameters |
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0 |
4 |
1 |
1 |
4 |
17 |

Quantile Regression for Long Memory Testing: A Case of Realized Volatility |
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1 |
8 |
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8 |
41 |

REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES |
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0 |
0 |
0 |
0 |
1 |
2 |

Ratio tests under limiting normality |
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1 |
2 |
0 |
1 |
5 |
10 |

Residual log-periodogram inference for long-run relationships |
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0 |
0 |
104 |
0 |
2 |
9 |
362 |

Seasonal Unit Root Tests Under Structural Breaks |
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0 |
2 |
80 |
0 |
0 |
2 |
254 |

Spurious Persistence and Unit Roots due to Seasonal Differencing: The Case of Inflation Rates / Künstliche Persistenz und Einheitswurzeln infolge saisonaler Differenzen: Das Beispiel Inflationsraten |
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1 |
15 |
0 |
1 |
11 |
107 |

Spurious regressions when stationary regressors are included |
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1 |
27 |
0 |
0 |
5 |
92 |

TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN |
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27 |
0 |
0 |
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74 |

THE PERIODOGRAM REGRESSION |
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0 |
0 |
0 |
0 |
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1 |

Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost |
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0 |
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13 |
0 |
0 |
5 |
59 |

Testing regression coefficients after model selection through sign restrictions |
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22 |
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90 |

Testing the Newcomb-Benford Law: experimental evidence |
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0 |
0 |
0 |
11 |
12 |
15 |
15 |

The Effect of Linear Time Trends on the KPSS Test for Cointegration |
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0 |
1 |
1 |
0 |
0 |
1 |
1 |

The Link between German Short- and Long-Term Interest Rates. Some Evidence against a Term Structure Oriented Monetary Policy / Der Zusammenhang zwischen kurz- und langfristigen Zinssätzen in Deutschland. Empirische Evidenz gegen eine zinsstrukturorientierte Geldpolitik |
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0 |
0 |
0 |
0 |
0 |
1 |
3 |

Unit root testing |
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0 |
1 |
74 |
0 |
2 |
7 |
201 |

Wayne A. Woodward, Henry L. Gray and Alan C. Elliott (2017): Applied Time Series Analysis with R, Second Edition, Chapman & Hall/CRC, 618 pp., $109.95, ISBN 9781498734226 |
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1 |
3 |
0 |
0 |
5 |
21 |

Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland |
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0 |
0 |
24 |
1 |
2 |
3 |
90 |

Whittle-type estimation under long memory and nonstationarity |
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0 |
0 |
0 |
1 |
2 |
2 |
2 |

Zeitabhängige Volatilität und instationäre Zeitreihen: Zum Nobelpreis an Robert F. Engle und Clive W. J. Granger |
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0 |
3 |
14 |
1 |
2 |
15 |
86 |

Total Journal Articles |
8 |
15 |
72 |
2,123 |
46 |
101 |
415 |
8,399 |