The DOI matches its Crossref record; 43 of the 43 references it cites were found in a registry or an index.
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
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Citations
Cites
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.1080/01621459.1979.10482531 · Cited by 23,211
Time Series Analysis: Forecasting and Control
Geurts, M., Box, G. E. P., & Jenkins, G. M. (1977) · Journal of Marketing Research · doi:10.2307/3150485 · Cited by 19,186
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
Testing the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Dickey, D. A., & Fuller, W. A. (1979) · Journal of the American Statistical Association · doi:10.2307/2286348 · Cited by 9,106
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Perron, P. (1989) · Econometrica · doi:10.2307/1913712 · Cited by 7,732
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Zivot, E., & Andrews, D. W. K. (2002) · Journal of Business & Economic Statistics · doi:10.1198/073500102753410372 · Cited by 5,737
Efficient Tests for an Autoregressive Unit Root
Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996) · Econometrica · doi:10.2307/2171846 · Cited by 5,627
Trends and random walks in macroeconmic time series
Nelson, C. R., & Plosser, C. R. (1982) · Journal of Monetary Economics · doi:10.1016/0304-3932(82)90012-5 · Cited by 4,665
Introduction to Statistical Time Series
McClave, J. T. (1978) · Technometrics · doi:10.1080/00401706.1978.10489651 · Cited by 4,252
Cited by
Consistent Testing of Cointegrating Relationships
Marmol, F., & Velasco, C. (2004) · Econometrica · doi:10.1111/j.1468-0262.2004.00554.x · Cited by 50
Metadata
- Authors
- Gil-Alaña, L. A., & Robinson, P. M.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1997-10
- Volume
- 80
- Issue
- 2
- Pages
- 241-268
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2071219923
- Cited by
- 521
- References
- 43
- FWCI
- 11.19
- Type
- journal article
- Language
- en
- Open access
- closed
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How to cite
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- CoChat. (2026). Citation check: Testing of unit root and other nonstationary hypotheses in macroeconomic time series. https://app.cochat.ai/papers/10.1016/s0304-4076(97)00038-9
- The paper
- Gil-Alaña, L. A., & Robinson, P. M. (1997). Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Journal of Econometrics. https://doi.org/10.1016/s0304-4076(97)00038-9
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
