References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1990Seasonal integration and cointegration1,475 cited
• 1989Testing for the Constancy of Parameters Over Time973 cited
• 1986Multiple Time Series Regression with Integrated Processes837 cited
• 1992Testing for parameter instability in linear models768 cited
• 1984Testing for Unit Roots in Seasonal Time Series560 cited
• 1993Seasonal unit roots in aggregate U.S. data422 cited
• 1994A Consistent Test for a Unit Root303 cited
• 1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability275 cited
• 2004Generalizations of the KPSS‐test for stationarity223 cited
• 1978Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times205 cited
• 1994Testing for unit roots in seasonal time series203 cited
• 1993Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models