References

• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1994Perspectives on PPP and Long-Run Real Exchange Rates742 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 1996A panel project on purchasing power parity: Mean reversion within and between countries681 cited
• 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
• 2004Minimum LM Unit Root Test with One Structural Break616 cited
• 1997Searching for stationarity: Purchasing power parity under the current float526 cited
• 1988An empirical examination of long-run purchasing power parity using cointegration techniques