Anindya Banerjee - Researcher Profile

Publications

2 shown

Panel Data Unit Roots and Cointegration: An Overview

Anindya Banerjee

1999 Oxford Bulletin of Economics and Stat... 364 citations

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

Anindya Banerjee , Robin L. Lumsdaine , James H. Stock

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. ...

1990 225 citations

Frequent Co-Authors

Robin L. Lumsdaine

American University

James H. Stock

Harvard University Press

Researcher Info

h-index: 2
Publications: 2
Citations: 589
Institution: University of Oxford

External Links

ORCID Profile Google Scholar

Identifiers

ORCID: 0000-0002-7836-7019

Impact Metrics

h-index 2

h-index: Number of publications with at least h citations each.