References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 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
• 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
• 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 1998Testing for a unit root in variables with a double change in the mean918 cited
• 1990