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TI  - Statistical analysis of cointegration vectors
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TY  - JOUR
TI  - Testing the null hypothesis of stationarity against the alternative of a unit root
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TI  - A simple panel unit root test in the presence of cross‐section dependence
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TI  - The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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TI  - A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
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TY  - JOUR
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TI  - Testing for Error Correction in Panel Data*
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TI  - Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
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TI  - Temporal Fusion Transformers for interpretable multi-horizon time series forecasting
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TI  - THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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TI  - Macroeconomic Forecasting Using Diffusion Indexes
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TI  - A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
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TI  - Inference in Linear Time Series Models with some Unit Roots
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TI  - The Stationary Bootstrap
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TI  - 25 years of time series forecasting
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TI  - Testing for a unit root in the nonlinear STAR framework
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TI  - Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
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TI  - The accuracy of extrapolation (time series) methods: Results of a forecasting competition
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TI  - Asymptotically Efficient Estimation of Cointegration Regressions
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TI  - Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
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TI  - FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
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TI  - Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
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TI  - Panel cointegration tests of the Fisher effect
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TI  - Macroeconomic Expectations of Households and Professional Forecasters
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VL  - 8
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DO  - 10.1080/07350015.1990.10509786
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TY  - JOUR
TI  - Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
AU  - Harry H. Kelejian
AU  - Ingmar R. Prucha
JO  - Journal of Econometrics
PY  - 2009
VL  - 157
IS  - 1
DO  - 10.1016/j.jeconom.2009.10.025
UR  - https://doi.org/10.1016/j.jeconom.2009.10.025
ER  -


TY  - JOUR
TI  - A panel bootstrap cointegration test
AU  - Joakim Westerlund
AU  - David Edgerton
JO  - Economics Letters
PY  - 2007
VL  - 97
IS  - 3
DO  - 10.1016/j.econlet.2007.03.003
UR  - https://doi.org/10.1016/j.econlet.2007.03.003
ER  -


TY  - JOUR
TI  - Maximum likelihood estimation of stationary univariate fractionally integrated time series models
AU  - Fallaw Sowell
JO  - Journal of Econometrics
PY  - 1992
VL  - 53
IS  - 1-3
DO  - 10.1016/0304-4076(92)90084-5
UR  - https://doi.org/10.1016/0304-4076(92)90084-5
ER  -


TY  - JOUR
TI  - Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
AU  - Alysha Madhu De Livera
AU  - Rob J. Hyndman
AU  - Ralph D. Snyder
JO  - Journal of the American Statistical Association
PY  - 2011
VL  - 106
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DO  - 10.1198/jasa.2011.tm09771
UR  - https://doi.org/10.1198/jasa.2011.tm09771
ER  -


TY  - JOUR
TI  - The Fitting of Time-Series Models
AU  - James Durbin
JO  - Revue de l Institut International de Statistique / Review of the International Statistical Institute
PY  - 1960
VL  - 28
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UR  - https://doi.org/10.2307/1401322
ER  -


TY  - JOUR
TI  - Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
AU  - Lung‐fei Lee
JO  - Econometrica
PY  - 2004
VL  - 72
IS  - 6
DO  - 10.1111/j.1468-0262.2004.00558.x
UR  - https://doi.org/10.1111/j.1468-0262.2004.00558.x
ER  -


TY  - JOUR
TI  - Estimation of Panel Vector Autoregression in Stata
AU  - Michael R.M. Abrigo
AU  - Inessa Love
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2016
VL  - 16
IS  - 3
DO  - 10.1177/1536867x1601600314
UR  - https://doi.org/10.1177/1536867x1601600314
ER  -


TY  - JOUR
TI  - DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
AU  - Søren Johansen
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
IS  - 3
DO  - 10.1111/j.1468-0084.1992.tb00008.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00008.x
ER  -


TY  - JOUR
TI  - GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
AU  - Drew Creal
AU  - Siem Jan Koopman
AU  - André Lucas
JO  - Journal of Applied Econometrics
PY  - 2012
VL  - 28
IS  - 5
DO  - 10.1002/jae.1279
UR  - https://doi.org/10.1002/jae.1279
ER  -


TY  - JOUR
TI  - Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas
AU  - Pietro Balestra
AU  - Marc Nerlove
JO  - Econometrica
PY  - 1966
VL  - 34
IS  - 3
DO  - 10.2307/1909771
UR  - https://doi.org/10.2307/1909771
ER  -


TY  - JOUR
TI  - Inferring causal impact using Bayesian structural time-series models
AU  - Kay Henning Brodersen
AU  - Fabian Gallusser
AU  - Jim Koehler
AU  - Nicolas Rémy
AU  - Steven L. Scott
JO  - The Annals of Applied Statistics
PY  - 2015
VL  - 9
IS  - 1
DO  - 10.1214/14-aoas788
UR  - https://doi.org/10.1214/14-aoas788
ER  -