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Understanding Unit Rooters: A Helicopter Tour
1 references·16 citing·55 second hopsampled
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References

  • 1988Bayesian skepticism on unit root econometrics527 cited

Cited by

  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1999Predictive regressions1,614 cited
  • 2007Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S.528 cited
  • 1999Who Influences Whom? The President, Congress, and the Media484 cited
  • 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited
  • 1994A Primer on Cointegration with an Application to Money and Income424 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
  • 2009The Econometrics of DSGE Models402 cited
  • 2000A Time-Series Analysis of Crime, Deterrence, and Drug Abuse in New York City353 cited
  • 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
  • 2008New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates253 cited
  • 1994Chapter 46 Unit roots, structural breaks and trends243 cited
  • 2011Land-price dynamics and macroeconomic fluctuations207 cited
  • 1991Reconsidering ‘trends and random walks in macroeconomic time series’

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204 cited
  • 1996Macroeconomics and Methodology196 cited
  • 1991A Primer on Cointegration with an Application to Money and Income192 cited