International Review of Economics & Finance · 2021 · 25 citations · 52 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsCapital MarketsFinancial RiskLiquidityLiquidity RiskMarket LiquidityMarket MicrostructureEquity Market LiquidityLiquidity Effects On ReturnsLiquidity ModelingLiquidity SpilloversStock Market Liquidity
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Measuring Economic Policy Uncertainty*
Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text
Efficient Tests for an Autoregressive Unit Root
Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations
Computing, Economics, Econometrics +15