References

• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 1992An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator1,091 cited
• 2001The Long and Large Decline in U.S. Output Volatility995 cited
• 2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form631 cited
• 1993Are U.S. regional incomes converging?572 cited
• 1994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets517 cited
• 1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
• 2004Testing for Volatility Changes in U.S. Macroeconomic Time Series256 cited
• 2000Asymptotically perfect and relative convergence of productivity186 cited
• 2006Testing for unit roots in time series models with non-stationary volatility168 cited
• 2007BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY145 cited