References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1994Investment Under Uncertainty.9,497 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1989Entry and Exit Decisions under Uncertainty2,356 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence