References

• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 1989Tests for Unit Roots: A Monte Carlo Investigation635 cited
• 1993Seasonal unit roots in aggregate U.S. data422 cited
• 2006A simple modification to improve the finite sample properties of Ng and Perron's unit root tests203 cited
• 1994Testing for unit roots in seasonal time series203 cited
• 2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS145 cited
• 1998Additional critical values and asymptotic representations for seasonal unit root tests86 cited
• 1999Likelihood Ratio Tests for Seasonal Unit Roots53 cited
• 1984Unobserved-Components Models for Seasonal Adjustment Filters53 cited
• 2009REGRESSION-BASED SEASONAL UNIT ROOT TESTS42 cited