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Testing for a Unit Root in the Presence of a Maintained Trend

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References

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1989Statistical Inference in Regressions with Integrated Processes: Part 2521 cited
1988Cointegration and Tests of Purchasing Power Parity

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354 cited

1988Trends versus Random Walks in Time Series Analysis264 cited

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1992International evidence on persistence in output in the presence of an episodic change85 cited
2012A non-linear approach with long range dependence based on chebyshev polynomials85 cited
1997Trends in Natural Resource Commodity Prices: Deterministic or Stochastic?84 cited
1993Cointegration tests of purchasing power parity: the case of Swiss exchange rates73 cited
1992‘Objective’ bayesian unit root tests71 cited
2000Unit root tests in the presence of uncertainty about the non-stochastic trend70 cited
2008Purchasing power parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities61 cited
1994Testing for Unit Roots in Models with Structural Change50 cited
1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS44 cited
1994Deciding between I(1) and I(0)40 cited
1996Structural change and unit roots27 cited