References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1988Variable Trends in Economic Time Series673 cited
• 1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
• 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates307 cited
• 1994A Consistent Test for a Unit Root303 cited
• 1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
• 1996Periodicity and Stochastic Trends In Economic Time Series244 cited
• 1999Dynamic Asymmetries in U.S. Unemployment185 cited
• 1991On Bayesian routes to unit roots169 cited
• 1997On the use of panel data in stochastic frontier models with improper priors152 cited
• 1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function93 cited
• 1992‘Objective’ bayesian unit root tests