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References

1988Testing for a Unit Root in Time Series Regression19,288 cited
1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
1986Understanding spurious regressions in econometrics1,782 cited
1976STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS1,088 cited
1970Inference About the Change-Point in a Sequence of Random Variables831 cited
1988Statistical Inference in Regressions with Integrated Processes: Part 1749 cited
1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
1988Trends versus Random Walks in Time Series Analysis264 cited
1988Testing for Structural Change in Dynamic Models259 cited
1988Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes254 cited
1987Tests for a Change-Point225 cited
1983SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.171 cited
1987Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables

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151 cited

1991A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots74 cited

1992A Direct Test for Changing Trend69 cited

Cited by

1999Structural Stability Testing in Models Estimated by Generalized Method of Moments67 cited
2005Challenges of trending time series econometrics59 cited
2004Nonparametric estimation of structural change points in volatility models for time series52 cited
2006Further Evidence on the Statistical Properties of Real GNP*47 cited
2007The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach43 cited
2004Disaggregate Evidence on the Persistence of Consumer Price Inflation36 cited
2017Combining long memory and level shifts in modelling and forecasting the volatility of asset returns34 cited
2013Forecasting a long memory process subject to structural breaks33 cited
2005Functional‐coefficient models under unit root behaviour31 cited
2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY28 cited
2017Monetary policy shocks, inflation persistence, and long memory27 cited
2000The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective27 cited
2011Testing for Fractional Integration Versus Short Memory with Structural Breaks*23 cited
2001Change point estimation in regressions with I(d) variables22 cited
1998Tests for changes in models with a polynomial trend17 cited
2016Inference on a Structural Break in Trend with Fractionally Integrated Errors16 cited