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On Bayesian routes to unit roots

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
1987Time Series Regression with a Unit Root2,821 cited
1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
1986Univariate detrending methods with stochastic trends851 cited
1987Are Output Fluctuations Transitory?811 cited
1988Bayesian skepticism on unit root econometrics527 cited
1991Understanding Unit Rooters: A Helicopter Tour451 cited
1991To criticize the critics: An objective bayesian analysis of stochastic trends325 cited
1991A critique of the application of unit root tests313 cited
1990Unit roots in real GNP: Do we know, and do we care?

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265 cited

1988Trends versus Random Walks in Time Series Analysis264 cited

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1994What Macroeconomists Should Know about Unit Roots: A Bayesian Perspective146 cited
2000Nonparametric Nonlinear Cotrending Analysis, With an Application to Interest and Inflation in the United States115 cited
1996Time-Series-Based Econometrics103 cited
1997Bayesian analysis of long memory and persistence using ARFIMA models79 cited
1999A Unit Root Test With Multiple Trend Breaks: A Theory and an Application to US and Japanese Macroeconomic Time‐Series71 cited
2003Forecasting autoregressive time series with bias-corrected parameter estimators63 cited
2006Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities)60 cited
2003Bayes Estimates of Markov Trends in Possibly Cointegrated Series58 cited
1998An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy58 cited
2000Testing for integration using evolving trend and seasonals models: A Bayesian approach52 cited
1994Fractional integration analysis of long-run behavior for US macroeconomic time series50 cited
2016Testing for a unit root in a nonlinear quantile autoregression framework46 cited
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