The Parameter Inference for Nearly Nonstationary Time Series

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

1979 • 20,919 citations

Probability theory

1963 • 6,095 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

The Boundary Value Problems of Mathematical Physics

1985 • 1,526 citations

Towards a unified asymptotic theory for autoregression

1987 • 734 citations

Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

1988 • 649 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 556 citations

Boundary value problems of mathematical physics.

1968 • 496 citations

Asymptotic Inference for Nearly Nonstationary AR(1) Processes

1987 • 489 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

1958 • 458 citations

Regression Theory for Near-Integrated Time Series

1988 • 359 citations

Probability Theory II

1978 • 300 citations

Probability Theory II

1978 • 300 citations

Testing for Unit Roots: 2

1984 • 255 citations

Testing for unit roots

1987 • 210 citations

Probability Theory II (4th ed.).

1979 • 104 citations

Testing the autoregressive parameter with the t statistic

1985 • 73 citations

The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model

1989 • 53 citations

Regression Theory for Near-Integrated Time Series

1987 • 10 citations

Some aspects of parameter inference for nearly nonstationary and nearly non invertible ARMA models (II).

1984 • 7 citations

The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model

1987 • 5 citations

The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model

1987 • 4 citations