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‘Objective’ bayesian unit root tests

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1988Testing for a Unit Root in Time Series Regression19,288 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
1988Trends and random walks in macroeconomic time series2,433 cited
1986Understanding spurious regressions in econometrics1,782 cited
1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
1987Are Output Fluctuations Transitory?811 cited
1988Bayesian skepticism on unit root econometrics527 cited
1989Testing for a Unit Root in the Presence of a Maintained Trend129 cited

Cited by

2000Testing for integration using evolving trend and seasonals models: A Bayesian approach52 cited
1994WHAT MACROECONOMISTS SHOULD KNOW ABOUT UNIT ROOTS44 cited
1999Empirical Studies on Exchange Rate Puzzles and Volatility

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41 cited

1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models40 cited

1997Testing long-run purchasing power parity with a Bayesian unit root approach: the experience of Canada in the 1950s29 cited

2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited

2009TESTING FOR PPP USING SADC REAL EXCHANGE RATES14 cited