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Cited by

• 1996Toward a Political Model of Incarceration: A Time-Series Examination of Multiple Explanations for Prison Admission Rates258 cited
• 1995Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?194 cited
• 1993Unit root tests with conditional heteroskedasticity166 cited
• 1989A Survey of Some Recent Econometric Methods144 cited
• 2001Measuring predictability: theory and macroeconomic applications119 cited
• 1995Unit Root Tests Based on M Estimators98 cited
• 1990Post-Deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics92 cited
• 2000Industry Effects of Monetary Policy in Germany82 cited
• 1994Mean reversion in annual earnings and its implications for security valuation64 cited
• 2006Non‐linear, non‐parametric, non‐fundamental exchange rate forecasting63 cited
• 1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS44 cited
• 1995Testing the stationarity of economic time series: further Monte Carlo evidence42 cited
• 1995Prediction of final data with use of preliminary and/or revised data40 cited
• 1993Posterior Analysis of Possibly Integrated Time Series with an Application to Real GNP39 cited