this work references cited by second hopReferences
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
- 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
- 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
- 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
- 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 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?1,589 cited
- 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
- 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
- 1997Threshold Cointegration1,042 cited
- 1989Testing for the Constancy of Parameters Over Time973 cited
- 2003International Financial Statistics867 cited
- 1992Testing for parameter instability in linear models
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work