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Testing for unit roots in a Bayesian framework

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1986The theory and practice of econometrics4,342 cited
1988Bayesian skepticism on unit root econometrics527 cited
1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
1991Reconsidering ‘trends and random walks in macroeconomic time series’204 cited
1991On Bayesian routes to unit roots169 cited
1991The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function93 cited
1971The Econometric Study of the United Kingdom.46 cited

Cited by

2000US deficit sustainability: a new approach based on multiple endogenous breaks155 cited
2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited
2001Stationarity and structural breaks — evidence from classical and Bayesian approaches18 cited
2019Priors about observables in vector autoregressions14 cited
2014Bayesian model selection for unit root testing with multiple structural breaks13 cited

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