Reference health

Testing for Common Trends

https://doi.org/10.1080/01621459.1988.10478707
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16/16 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 16 checked references that resolve
resolves10.1016/0304-3932(81)90040-4
A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’
resolves10.1093/biomet/64.2.355
A canonical analysis of multiple time series
resolves10.2307/2530198
Time Series: Data Analysis and Theory.
resolves10.1214/aos/1176350711
Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes
resolves10.2307/2231972
Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
resolves10.1080/01621459.1979.10482531
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
resolves10.2307/1913236
Co-Integration and Error Correction: Representation, Estimation, and Testing
resolves10.1080/07350015.1985.10509453
Trends and Cycles in Macroeconomic Time Series
resolves10.3386/w2229
Stochastic Trends and Economic Fluctuations
resolves10.1016/0304-3932(82)90012-5
Trends and random walks in macroeconmic time series
resolves10.2307/1913237
Time Series Regression with a Unit Root
resolves10.2307/2297602
Multiple Time Series Regression with Integrated Processes
resolves10.1080/01621459.1984.10477111
The Order of Differencing in ARIMA Models
resolves10.2307/1911260
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
resolves10.1080/01621459.1988.10478707
Testing for Common Trends
resolves10.1214/aoms/1177706450
The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
The 5 references without a DOI — listed, not checked
no DOI — not checkedBillingsley , P. 1968 . Convergence of Probability Measures , New York : John Wiley .
no DOI — not checkedFountis , N. G. and Dickey , D. A. 1986 . “Testing For a Unit Root Nonstationarity in Multivariate Autoregressive Time Series,” , North Carolina State University, Dept. of Statistics . mimeo
no DOI — not checkedFrisch , R. 1934 . Statistical Confluence Analysis by Means of Complete Regression Systems , Oslo : Universitets Økonomiske Institutt .
no DOI — not checkedFuller , W. A. 1976 . Introduction to Statistical Time Series , New York : John Wiley .
no DOI — not checkedSargan , J. D. 1964 . “Wages and Prices in the United Kingdom: A Study in Econometric Methodology,” . In Econometric Analysis for National Economic Planning , Edited by: Hart , P. E. , Mills , G. and Whittaker , J. N. 25 – 63 . London : Butterworth .
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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