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Cited by

• 2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test86 cited
• 2001An invariant sign test for random walks based on recursive median adjustment39 cited
• 2013Detrending Bootstrap Unit Root Tests25 cited
• 2007Unit Root Testing22 cited
• 2014Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions17 cited
• 2006Properties of recursive trend-adjusted unit root tests17 cited
• 2003An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models17 cited
• 2003Examination of Some More Powerful Modifications of the Dickey-Fuller Test17 cited
• 2005Non-stationarity Tests in Macroeconomic Time Series16 cited
• 2017Lag truncation and the local asymptotic distribution of the ADF test for a unit root15 cited
• 2008On the Dickey–Fuller test with White standard errors15 cited
• 2002Recursive mean adjustment and tests for nonstationarities15 cited
• 2002Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment14 cited
• 2012Recursive adjustment, unit root tests and structural breaks11 cited