Testing for a Unit Root in the Presence of a Maintained Trend

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

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

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

1989 • 7,573 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Martingale Limit Theory and its Application.

1984 • 2,982 citations

Testing for unit roots in autoregressive-moving average models of unknown order

1984 • 2,980 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

On the Theory of Testing for Unit Roots in Observed Time Series

1986 • 624 citations

Statistical Inference in Regressions with Integrated Processes: Part 2

1989 • 534 citations

Cointegration and Tests of Purchasing Power Parity

1988 • 368 citations

Spurious Periodicity in Inappropriately Detrended Time Series

1981 • 307 citations

Trends versus Random Walks in Time Series Analysis

1988 • 267 citations

Testing for cointegration using principal components methods

1988 • 188 citations

Are Output Fluctuations Transitory?

1986 • 141 citations

A Note on Trend Removal Methods: The Case of Polynomial Regression versus Variate Differencing

1977 • 114 citations

Robust tests for unit roots in the foreign exchange market

1986 • 56 citations

Weak convergence to the matrix stochastic integral ∫01 B dB′

1988 • 35 citations