Unit root (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Unit root" in English language version.

refsWebsite

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9web.archive.org

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6doi.org

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3jstor.org

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1mathworks.com

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1eviews.com

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1nyu.edu

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1ox.ac.uk

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1ku.dk

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1psu.edu

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1nytimes.com

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1wiso-net.de

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1semanticscholar.org

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1imf.org

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doi.org

Sargan, J. D.; Bhargava, Alok (1983). "Testing residuals from least squares regressions for being generated by the Gaussian random walk". Econometrica. 51 (1): 153–174. doi:10.2307/1912252. JSTOR 1912252.
Sargan, J. D.; Bhargava, Alok (1983). "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle". Econometrica. 51 (3): 799–820. doi:10.2307/1912159. JSTOR 1912159.
Granger, C. W. J.; Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics. 2 (2): 111–120. CiteSeerX 10.1.1.353.2946. doi:10.1016/0304-4076(74)90034-7.
Hegwood, Natalie; Papell, David H. (2007). "Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change" (PDF). Southern Economic Journal. 74 (1): 104–113. doi:10.1002/j.2325-8012.2007.tb00829.x. JSTOR 20111955. Archived (PDF) from the original on 2022-06-14. Retrieved 2021-08-14.
Lucke, Bernd (2005). "Is Germany's GDP trend-stationary? A measurement-with-theory approach" (PDF). Jahrbücher für Nationalökonomie und Statistik. 225 (1): 60–76. doi:10.1515/jbnst-2005-0105. S2CID 209856533. Archived (PDF) from the original on 2013-12-24. Retrieved 2013-07-29.
Nelson, Charles R.; Plosser, Charles I. (1982). "Trends and Random Walks in Macroeconomic Time Series: Some Evidence and Implications". Journal of Monetary Economics. 10 (2): 139–162. doi:10.1016/0304-3932(82)90012-5.

eviews.com

"EViews Help". Archived from the original on 2020-05-27. Retrieved 2020-05-28.

imf.org

Olivier Blanchard Archived 2009-08-26 at the Wayback Machine with the International Monetary Fund makes the claim that after a banking crisis "on average, output does not go back to its old trend path, but remains permanently below it."

jstor.org

Sargan, J. D.; Bhargava, Alok (1983). "Testing residuals from least squares regressions for being generated by the Gaussian random walk". Econometrica. 51 (1): 153–174. doi:10.2307/1912252. JSTOR 1912252.
Sargan, J. D.; Bhargava, Alok (1983). "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle". Econometrica. 51 (3): 799–820. doi:10.2307/1912159. JSTOR 1912159.
Hegwood, Natalie; Papell, David H. (2007). "Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change" (PDF). Southern Economic Journal. 74 (1): 104–113. doi:10.1002/j.2325-8012.2007.tb00829.x. JSTOR 20111955. Archived (PDF) from the original on 2022-06-14. Retrieved 2021-08-14.

ku.dk

econ.ku.dk

Heino Bohn Nielsen. "Non-Stationary Time Series and Unit Root Tests" (PDF). Archived (PDF) from the original on 2016-11-30.

mathworks.com

uk.mathworks.com

"Trend-Stationary vs. Difference-Stationary Processes - MATLAB & Simulink". uk.mathworks.com. Archived from the original on 2016-06-08. Retrieved 2016-06-05.

nytimes.com

krugman.blogs.nytimes.com

Krugman, Paul (March 3, 2009). "Roots of evil (wonkish)". The New York Times. Archived from the original on September 5, 2015. Retrieved February 7, 2017.

nyu.edu

pages.stern.nyu.edu

"Differencing and unit root tests" (PDF). Archived (PDF) from the original on 2016-10-18.

ox.ac.uk

stats.ox.ac.uk

"Non-Stationary Series" (PDF). Archived (PDF) from the original on 2014-06-11.

psu.edu

citeseerx.ist.psu.edu

Granger, C. W. J.; Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics. 2 (2): 111–120. CiteSeerX 10.1.1.353.2946. doi:10.1016/0304-4076(74)90034-7.

semanticscholar.org

api.semanticscholar.org

Lucke, Bernd (2005). "Is Germany's GDP trend-stationary? A measurement-with-theory approach" (PDF). Jahrbücher für Nationalökonomie und Statistik. 225 (1): 60–76. doi:10.1515/jbnst-2005-0105. S2CID 209856533. Archived (PDF) from the original on 2013-12-24. Retrieved 2013-07-29.

shsu.edu

Hegwood, Natalie; Papell, David H. (2007). "Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change" (PDF). Southern Economic Journal. 74 (1): 104–113. doi:10.1002/j.2325-8012.2007.tb00829.x. JSTOR 20111955. Archived (PDF) from the original on 2022-06-14. Retrieved 2021-08-14.

web.archive.org

"Trend-Stationary vs. Difference-Stationary Processes - MATLAB & Simulink". uk.mathworks.com. Archived from the original on 2016-06-08. Retrieved 2016-06-05.
"EViews Help". Archived from the original on 2020-05-27. Retrieved 2020-05-28.
"Differencing and unit root tests" (PDF). Archived (PDF) from the original on 2016-10-18.
"Non-Stationary Series" (PDF). Archived (PDF) from the original on 2014-06-11.
Heino Bohn Nielsen. "Non-Stationary Time Series and Unit Root Tests" (PDF). Archived (PDF) from the original on 2016-11-30.
Krugman, Paul (March 3, 2009). "Roots of evil (wonkish)". The New York Times. Archived from the original on September 5, 2015. Retrieved February 7, 2017.
Hegwood, Natalie; Papell, David H. (2007). "Are Real GDP Levels Trend, Difference, or Regime-Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change" (PDF). Southern Economic Journal. 74 (1): 104–113. doi:10.1002/j.2325-8012.2007.tb00829.x. JSTOR 20111955. Archived (PDF) from the original on 2022-06-14. Retrieved 2021-08-14.
Lucke, Bernd (2005). "Is Germany's GDP trend-stationary? A measurement-with-theory approach" (PDF). Jahrbücher für Nationalökonomie und Statistik. 225 (1): 60–76. doi:10.1515/jbnst-2005-0105. S2CID 209856533. Archived (PDF) from the original on 2013-12-24. Retrieved 2013-07-29.
Olivier Blanchard Archived 2009-08-26 at the Wayback Machine with the International Monetary Fund makes the claim that after a banking crisis "on average, output does not go back to its old trend path, but remains permanently below it."

wiso-net.de

Lucke, Bernd (2005). "Is Germany's GDP trend-stationary? A measurement-with-theory approach" (PDF). Jahrbücher für Nationalökonomie und Statistik. 225 (1): 60–76. doi:10.1515/jbnst-2005-0105. S2CID 209856533. Archived (PDF) from the original on 2013-12-24. Retrieved 2013-07-29.