Testing the autoregressive parameter with the t statistic

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

1979 • 20,919 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

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

1979 • 8,550 citations

An Introduction to the Theory of Statistics

1911 • 4,589 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Principles of Econometrics

1973 • 3,349 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Principles of Econometrics.

1972 • 2,215 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

1983 • 700 citations

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

1986 • 624 citations

Introduction to the Theory of Statistics.

1964 • 487 citations

Testing For Unit Roots: 1

1981 • 406 citations

On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

1959 • 389 citations

Testing for Unit Roots: 2

1984 • 255 citations

Comparison of k-Class Estimators When the Disturbances Are Small

1971 • 174 citations

Fixed Accuracy Estimation of an Autoregressive Parameter

1983 • 144 citations

Coding the Lehmer pseudo-random number generator

1969 • 122 citations

A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2³¹— 1

1982 • 115 citations

Algorithm 488: A Gaussian pseudo-random number generator

1974 • 67 citations

A Statistical Evaluation of Multiplicative Congruential Random Number Generators with Modulus 2 31 - 1

1982 • 62 citations

ERA's: A New Approach to Small Sample Theory

1983 • 52 citations

Algorithm AS 76: An Integral Useful in Calculating Non-Central t and Bivariate Normal Probabilities

1974 • 52 citations

The Use of Control Variates in Monte Carlo Estimation of Power

1982 • 30 citations

Algorithm AS 5: The Integral of the Non-Central t-Distribution

1968 • 15 citations