this work references cited by second hopReferences
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 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
- 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
- 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 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
- 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
- 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
- 1988Searching For a Break in GNP587 cited
- 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag502 cited
- 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work