The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

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

Convergence of Probability Measures

1999 • 14,297 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

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 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

Intervention Analysis with Applications to Economic and Environmental Problems

1975 • 2,217 citations

Testing for Common Trends

1988 • 1,998 citations

Multiple Time Series Regression with Integrated Processes

1986 • 857 citations

Segmented Trends and Non-Stationary Time Series

1989 • 345 citations

Time Series Model Specification in the Presence of Outliers

1986 • 329 citations

A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables

1984 • 293 citations

Proof That Properly Discounted Present Values of Assets Vibrate Randomly

1973 • 239 citations

Testing for a Unit Root in the Presence of a Maintained Trend

1989 • 131 citations

Macroeconomic time-series, business cycles and macroeconomic policies

1985 • 102 citations

The Parameter Inference for Nearly Nonstationary Time Series

1988 • 96 citations

Monetary Policy Lessons of Recent Inflation and Disinflation

1988 • 95 citations

Non-Stationarities in Macro-Economic Time Series -- Further Evidence and Implications

1986 • 83 citations

Testing the Random Walk Hypothesis: Power versus Frequency of Observation

1984 • 82 citations

The Stochastic Structure of the Velocity of Money

1974 • 75 citations

Deleted Work

1955 • 0 citations