References

• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,528 cited
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
• 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence702 cited
• 1994Evidence on Structural Instability in Macroeconomic Time Series Relations625 cited
• 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
• 1990Testing For Common Features482 cited
• 1998Testing For and Dating Common Breaks in Multivariate Time Series434 cited
• 1993Testing for Common Features403 cited
• 1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series215 cited
• 1995The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact