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- 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
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
- 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
- 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
- 1989Business conditions and expected returns on stocks and bonds3,934 cited
- 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
- 1988Dividend yields and expected stock returns3,574 cited
- 1988Permanent and Temporary Components of Stock Prices3,036 cited
- 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
- 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
- 1988Production, growth and business cycles2,193 cited
- 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
- 1988
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