Finance research letters · 2024 · 10 citations · 36 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsCapital MarketsCarbon FinanceCarbon MarketsClimate FinanceFinancial RiskMarket RiskCarbon Risk MitigationMacro-financial SpilloversQuantile RegressionReturn Spillover EffectsTail RiskTail Risk AnalysisTail Risk Estimation
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Efficient Tests for an Autoregressive Unit Root
Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations
Computing, Economics, Econometrics +15