← Back to work
Works cited by this work
93 works
Work: The dynamic frequency-based shock transmission between Bitcoin investors’ emotions and U.S. sectoral stock conditional volatility: assessing the optimal weightage of Bitcoin returns in a U.S. sectoral stock return portfolio
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón
Article198835 citationsABITesting the null hypothesis of stationarity against the alternative of a unit root
Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt +1
Article199213 citationsABILikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller
Article198112 citationsABI