References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
• 1998Efficient estimation of conditional variance functions in stochastic regression474 cited
• 2010An Introduction to Long-Memory Time Series Models and Fractional Differencing464 cited
• 1965A Change in Level of a Non-Stationary Time Series243 cited
• 1997Estimating stochastic differential equations efficiently by minimum chi-squared163 cited
• 1972Asymptotic Behaviour of Temporal Aggregates of Time Series155 cited
• 1996Testing for a change of the long-memory parameter139 cited
• 1962Topographic Correlation, Power-Law Covariance Functions, and Diffusion136 cited
• 1914The Elimination of Spurious Correlation due to Position in Time or Space135 cited
• 1993Some Tests for Unit Roots in Autoregressive-Integrated-Moving Average Models with Deterministic Trends110 cited
• 1976Effect of Temporal Aggregation on the Dynamic Relationship of Two Time Series Variables105 cited
• 1990