References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1994Cross-Country Evidence on the Link Between Volatility and Growth1,415 cited
• 1988How Big Is the Random Walk in GNP?1,270 cited
• 1992On the Behaviour of Commodity Prices1,154 cited
• 1998Forecasting Economic Time Series863 cited
• 1990The Excess Co-Movement of Commodity Prices769 cited
• 1989The size and power of the variance ratio test in finite samples522 cited
• 1991A critique of the application of unit root tests313 cited
• 1995International Commodity Prices, Macroeconomic Performance, and Politics in Sub-Saharan Africa292 cited
• 1999How Persistent Are Shocks to World Commodity Prices?271 cited
• 1978Economics of change in less developed countries103 cited
• 1997STRUCTURAL BREAKS AND LONG-RUN TRENDS IN COMMODITY PRICES94 cited
• 1991A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots