Unit-Root Tests and the Burden of Proof

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Testing the null hypothesis of stationarity against the alternative of a unit root

1992 • 11,969 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

1991 • 1,568 citations

Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

1991 • 1,327 citations

An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

1992 • 1,119 citations

Explosive Rational Bubbles in Stock Prices

1988 • 714 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

Cointegration: how short is the long run?

1991 • 586 citations

Bayesian skepticism on unit root econometrics

1988 • 528 citations

Integration Versus Trend Stationary in Time Series

1992 • 521 citations

Deviations from Purchasing Power Parity in the Long Run

1983 • 456 citations

To criticize the critics: An objective bayesian analysis of stochastic trends

1991 • 322 citations

Bayesian routes and unit roots: De rebus prioribus semper est disputandum

1991 • 93 citations

A Consistent Test for the Null of Stationarity Against the Alternative of Unit Root

1991 • 6 citations