Economic Analysis and Policy · 2018 · 32 citations · 58 references
Social SciencesEconomicsPublic FinanceEconometricsMacroeconomicsPublic ExpenditureCointegration AnalysisDefense ExpenditureMonetary PolicyPanel Data AnalysisPanel Data MethodsPublic Expenditure PolicyCross-country Spending ComparisonsDefense Spending DeterminantsMilitary FinancePanel Data EstimationPanel Data RegressionPanel Data SpecificationPanel Data TablesWartime Fiscal Policy
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Specification Tests in Econometrics
Jerry A. Hausman · Econometrica · 1978 · 18.4K citations
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Testing for unit roots in heterogeneous panels
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations
Business, Economics, Econometrics +15