Bayesian Inference of Trend and Difference-Stationarity

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

1979 • 20,919 citations

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

1984 • 17,865 citations

A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

1989 • 9,360 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Markov Chains for Exploring Posterior Distributions

1994 • 3,493 citations

Time Series Regression with a Unit Root

1987 • 2,905 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Analysis of time series subject to changes in regime

1990 • 1,948 citations

Testing for a Unit Root in a Time Series With a Changing Mean

1990 • 1,090 citations

Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling

1990 • 953 citations

Hierarchical Bayesian Analysis of Changepoint Problems

1992 • 585 citations

Integration Versus Trend Stationary in Time Series

1992 • 521 citations

Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

1993 • 437 citations

Posterior Odds Testing for a Unit Root with Data-Based Model Selection

1994 • 137 citations

Testing for Noninvertible Models with Applications

1993 • 31 citations

Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy

1992 • 17 citations