Testing For Unit Roots: 1

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

1979 • 20,919 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 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

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

1951 • 3,595 citations

On the Statistical Treatment of Linear Stochastic Difference Equations

1943 • 782 citations

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

1948 • 696 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

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

1958 • 458 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

1977 • 218 citations

Rational Expectations and Economic Thought

1979 • 155 citations

Asymptotic expansions for the mean and variance of the serial correlation coefficient

1961 • 148 citations

The exact moments of the least squares estimator for the autoregressive model

1978 • 140 citations