References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1993Discretion versus policy rules in practice9,059 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1958An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money3,538 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,376 cited
• 1981Fractional Differencing2,720 cited
• 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
• 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis