The case for trend‐stationarity is stronger than we thought

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

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Introduction to Statistical Time Series

1978 • 4,545 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

Introduction to Statistical Time Series.

1977 • 2,373 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

The power problems of unit root test in time series with autoregressive errors

1992 • 409 citations

To criticize the critics: An objective bayesian analysis of stochastic trends

1991 • 322 citations

Reconsidering ‘trends and random walks in macroeconomic time series’

1991 • 211 citations

The Temporal Stability of Dividends and Stock Prices: Evidence from the Likelihood Function

1991 • 66 citations