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Can Economic Time Series Be Differenced to Stationarity?

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References

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1997

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An introduction to stochastic unit-root processes

211 cited

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1996Randomized unit root processes for modelling and forecasting financial time series: Theory and applications60 cited
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2006Purchasing Power Parity and Markov Regime Switching50 cited
2006A Note on Some Properties of STUR Processes*40 cited
2001A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors34 cited
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2002Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?*21 cited
2007Testing for unit root processes in random coefficient autoregressive models20 cited