References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 2016Measuring Economic Policy Uncertainty*12,311 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,248 cited
• 1982Trends and random walks in macroeconmic time series4,708 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1999Unit Roots, Cointegration, and Structural Change1,846 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks895 cited
• 2006Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application722 cited
• 2013Economic policy uncertainty and firm-level investment660 cited
• 2002Dating the integration of world equity markets602 cited
• 2010