Environmental Science and Pollution Research · 2022 · 29 citations · 69 references
Social SciencesEconomicsFinanceEconometricsEnvironmental EconomicsFinancial EconomicsEnvironmental QualityPanel Data MethodsFinancial Sector DevelopmentOil PricesQuantile Regression
69
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
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations