Local asymptotic distribution related to the AR(1) model with dependent errors

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

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

1979 • 8,550 citations

Numerical Recipes in FORTRAN

1988 • 8,067 citations

Computing the distribution of quadratic forms in normal variables

1961 • 1,147 citations

Towards a unified asymptotic theory for autoregression

1987 • 734 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 640 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 556 citations

Determining the Order of Differencing in Autoregressive Processes

2002 • 526 citations

Asymptotic Inference for Nearly Nonstationary AR(1) Processes

1987 • 489 citations

A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables

1984 • 293 citations

Determining the Order of Differencing in Autoregressive Processes

1987 • 203 citations

Asymptotic Theory of a Test for the Constancy of Regression Coefficients Against the Random Walk Alternative

1988 • 198 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 187 citations

A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept

1991 • 99 citations

The Parameter Inference for Nearly Nonstationary Time Series

1988 • 96 citations

A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

1990 • 85 citations

Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary

1991 • 76 citations

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

1989 • 53 citations

Limiting power of unit-root tests in time-series regression

1990 • 51 citations

The Parameter Inference for Nearly Nonstationary Time Series

1988 • 34 citations

The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model

1978 • 33 citations

Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary

1991 • 29 citations

The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models

1990 • 27 citations

A Continuous Time Approximation to the Stationary First-Order Autoregressive Model

1991 • 18 citations

On the nearly nonstationary seasonal time series

1989 • 11 citations

Continuous Record Asymptotics in Systems of Stochastic Differential Equations

1992 • 9 citations

ASYMPTOTIC PROPERTIES OF THE SAMPLE AUTOCORRELATIONS AND PARTIAL AUTOCORRELATIONS OF A MULTIPLICATIVE ARIMA PROCESS

1985 • 7 citations

The limiting distribution of the least‐squares estimator in nearly integrated seasonal models

1992 • 6 citations

Application of the theory of integral equations to the derivation of asymptotic distributions in time series analysis

1987 • 5 citations

THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS

1990 • 4 citations