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Testing for unit roots in autoregressive moving average models

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References

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1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
1987Effects of model specification on tests for unit roots in macroeconomic data637 cited
1989Tests for Unit Roots: A Monte Carlo Investigation635 cited

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1996Time-Series-Based Econometrics103 cited

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1993Asymptotic Normality of the Least-Squares Estimates for Higher Order Autoregressive Integrated Processes with Some Applications86 cited

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1995Estimation and Testing for Unit Roots in a Partially Nonstationary Vector Autoregressive Moving Average Model76 cited

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2011New Orders and Asset Prices57 cited

1996Unit root tests for time series with outliers49 cited

2006Further Evidence on the Statistical Properties of Real GNP*47 cited

1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection45 cited

1994Consumption, Inflation Risk, and Real Interest Rates: An Empirical Analysis39 cited

2004The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro38 cited

1990Unit roots in real GNP: Do we know and do we care?35 cited