References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 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
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
• 1981Some properties of time series data and their use in econometric model specification2,406 cited
• 1986Generalized autoregressive conditional heteroscedasticity1,810 cited
• 1995Gaussian Semiparametric Estimation of Long Range Dependence1,476 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
• 1994Efficient Tests of Nonstationary Hypotheses863 cited
• 1989Tests for Unit Roots: A Monte Carlo Investigation645 cited
• 1991