this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
- 1981Fractional Differencing2,720 cited
- 1996Statistics for Long-Memory Processes.2,686 cited
- 1981Some properties of time series data and their use in econometric model specification2,406 cited
- 1988Testing for Common Trends1,894 cited
- 1996Long memory processes and fractional integration in econometrics1,879 cited
- 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
- 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
- 1980Long memory relationships and the aggregation of dynamic models1,448 cited
- 2001Long memory and regime switching1,162 cited
- 1994Efficient Tests of Nonstationary Hypotheses863 cited
- 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
- 1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work