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
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 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
• 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
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
• 1998The overvaluation of purchasing power parity1,208 cited
• 1988