References

• 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
• 1996A test for independence based on the correlation dimension3,526 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
• 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
• 1991Testing Intertemporal Budget Constraints: Theory and Applications to U. S. Federal Budget and Current Account Deficits720 cited
• 1998Unit roots and smooth transitions465 cited
• 2002Nonparametric tests for unit roots and cointegration454 cited
• 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
• 1998Current Account Reversals and Currency Crises: Empirical Regularities307 cited