Concepedia

The dynamic nexus of oil price fluctuations and banking sector in China: A continuous wavelet analysis

Faik Bilgili, Yacouba Kassouri, Sevda Kuşkaya, Aweng Peter Majok Garang

Resources Policy · 2023 · 11 citations · 82 references

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82

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

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A Practical Guide to Wavelet Analysis

Christopher Torrence, Gilbert P. Compo · Bulletin of the American Meteorological Society · 1998 · 14.9K citations · Full text

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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations

, , +15

Oil and the Macroeconomy since World War II

James D. Hamilton · Journal of Political Economy · 1983 · 3.8K citations

, , +17

Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape

J. Morlet · SIAM Journal on Mathematical Analysis · 1984 · 3.6K citations

, , +12