References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 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
• 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
• 1988First-mover advantages3,656 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 1996Residual-based tests for cointegration in models with regime shifts2,521 cited
• 1999Unit Roots, Cointegration, and Structural Change1,842 cited
• 1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
• 2001Pursuing the Value-Conscious Consumer: Store Brands versus National Brand Promotions1,039 cited
• 1997The Long-Term Impact of Promotion and Advertising on Consumer Brand Choice783 cited