References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1986Unit roots, structural breaks and trends438 cited
• 2000STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM253 cited
• 2002A CUSUM test for cointegration using regression residuals96 cited
• 2001Permutation tests for multiple changes49 cited
• 2004On detecting jumps in time series: nonparametric setting34 cited
• 1999Gradual changes versus abrupt changes32 cited
• 1995Nonparametric Tests for Nonstandard Change-Point Problems24 cited
• 2007MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY