References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,970 cited
• 1988Testing for a Unit Root in Time Series Regression19,419 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 2008Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy?926 cited
• 2010A new unit root test with two structural breaks in level and slope at unknown time728 cited
• 2011Are the responses of the U.S. economy asymmetric in energy price increases and decreases?576 cited
• 2011New evidence on oil price and firm returns534 cited
• 2004Tests of stationarity against a change in persistence248 cited
• 2014Oil price and stock returns of consumers and producers of crude oil232 cited
• 2000Detection of change in persistence of a linear time series225 cited
• 2009The dynamics of crude oil price differentials192 cited
• 2013An analysis of commodity markets: What gain for investors?