this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
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- 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
- 1976Econometric policy evaluation: A critique6,104 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
- 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
- 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
- 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
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- 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
- 2010Critical Values for Cointegration Tests2,569 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
- 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
- 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?
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