References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1984Testing for Unit Roots in Seasonal Time Series560 cited
• 1993Seasonal unit roots in aggregate U.S. data422 cited
• 1988SEASONALITY AND THE ORDER OF INTEGRATION FOR CONSUMPTION*299 cited
• 1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
• 1996Periodicity and Stochastic Trends In Economic Time Series244 cited
• 1994Testing for unit roots in seasonal time series203 cited
• 1984Testing for Unit Roots in Seasonal Time Series185 cited
• 1997The economics of seasonal cycles157 cited
• 1995Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation124 cited
• 1998Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors