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

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

On a measure of lack of fit in time series models

1978 • 5,638 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Journal of the American Statistical Association

1989 • 3,796 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

Introduction to Statistical Time Series.

1977 • 2,373 citations

Towards a unified asymptotic theory for autoregression

1987 • 734 citations

Effects of model specification on tests for unit roots in macroeconomic data

1987 • 670 citations

Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

1988 • 649 citations

Asymptotic Inference for Nearly Nonstationary AR(1) Processes

1987 • 489 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 478 citations

Hypothesis Testing in ARIMA(p, 1, q) Models

1985 • 135 citations

'Testing for a unit root In the presence of moving average errors'

1990 • 96 citations

Testing for a unit root in the presence of moving average errors

1989 • 81 citations

Parameter inference for a nearly nonstationary first-order autoregressive model

1984 • 23 citations

On the fitting of multivariate processes of the autoregressive-moving average type

1978 • 19 citations

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1)

1990 • 6 citations

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA (1,1) Process

1989 • 2 citations