References

• 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
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 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
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
• 1995Time Series Tests of Endogenous Growth Models1,469 cited
• 1999State-Space Models with Regime Switching1,304 cited
• 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
• 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*