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GLS detrending, efficient unit root tests and structural change

16 references·16 citing·25 second hopsampled

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References

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1988Testing for a Unit Root in Time Series Regression19,288 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
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
1992Efficient Tests for an Autoregressive Unit Root4,234 cited
2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
1987Time Series Regression with a Unit Root2,821 cited
1988Trends and random walks in macroeconomic time series2,433 cited
1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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1,956 cited

1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited

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2005New Trends in Macroeconomics64 cited
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