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Deciding between I(1) and I(0)

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References

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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
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1982Trends and random walks in macroeconmic time series4,670 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
1991Long-Term Memory in Stock Market Prices1,743 cited
1989Long-term Memory in Stock Market Prices1,433 cited
1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
1988

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Statistical Inference in Regressions with Integrated Processes: Part 1

749 cited

1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited

Cited by

2011Dynamic modeling of regional house price diffusion in Taiwan80 cited
1999DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS29 cited
1998Pfriodograms of unit root time series: distributions and tests27 cited
2009When is a Time‐Series I(0)?*22 cited
2007MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY22 cited
2020Testing for strict stationarity in a random coefficient autoregressive model17 cited
2014Bayesian model selection for unit root testing with multiple structural breaks13 cited