References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1994Modelling of extremal events in insurance and finance3,519 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 2012The flexible Fourier form and Dickey–Fuller type unit root tests764 cited
• 2001Threshold Autoregression with a Unit Root707 cited
• 2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS566 cited
• 1994A Consistent Test for a Unit Root303 cited
• 1987Conditional Heteroscedastic Time Series Models264 cited
• 1997A single-blind controlled competition among tests for nonlinearity and chaos248 cited
• 1997An introduction to stochastic unit-root processes211 cited
• 2020The Uncertain Unit Root in Real GNP168 cited
• 2013Inference on stochastic time-varying coefficient models147 cited