References

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• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 1997The variation of certain speculative prices4,468 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1990Stochastic Integration and Differential Equations1,195 cited
• 1995Hyperbolic Distributions in Finance959 cited
• 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
• 1963Mandelbrot and the Stable Paretian Hypothesis828 cited
• 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance559 cited
• 1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
• 1998On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots255 cited