Testing for Unit Roots in Seasonal Time Series

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

Introduction to Statistical Time Series

1978 • 4,545 citations

Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

1952 • 3,232 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

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

1958 • 458 citations

The Statistical Analysis of Density Dependence

1975 • 211 citations

Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times

1978 • 209 citations

Testing for Nonstationary Parameter Specifications in Seasonal Time Series Models

1982 • 132 citations

Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process

1978 • 91 citations

Estimation and hypothesis testing in nonstationary time series

1976 • 69 citations

The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

1981 • 54 citations

Estimation in nonstationary time series

1977 • 20 citations

Histograms, Percentiles, and Moments

1981 • 10 citations

Estimation in nonstationary time series

1977 • 7 citations