References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited
• 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
• 1998Unit roots and smooth transitions465 cited
• 1994A Consistent Test for a Unit Root303 cited
• 1978Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times205 cited
• 2002Testing for stationarity with a break167 cited
• 2001Testing for the Presence of a Random Walk in Series with Structural Breaks78 cited
• 1993Erratum: The Great Cash, the Oil Price Shock and the Unit Root Hypothesis70 cited
• 2001