Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

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

1979 • 20,919 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

A Monetary History of the United States, 1867-1960

2017 • 2,733 citations

Trends and random walks in macroeconomic time series

1988 • 2,527 citations

Approximate Tests of Correlation in Time-Series

1949 • 764 citations

On the Theory of Testing for Unit Roots in Observed Time Series

1986 • 624 citations

NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

1954 • 542 citations

Bayesian skepticism on unit root econometrics

1988 • 528 citations

Integration Versus Trend Stationary in Time Series

1992 • 521 citations

Understanding Unit Rooters: A Helicopter Tour

1991 • 447 citations

Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series

1991 • 434 citations

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

1992 • 409 citations

Testing For Unit Roots: 1

1981 • 406 citations

BIAS IN THE ESTIMATION OF AUTOCORRELATIONS

1954 • 345 citations

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

1991 • 322 citations

On the Theory and Application of the General Linear Model.

1970 • 249 citations

The Bias of Autoregressive Coefficient Estimators

1988 • 225 citations

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

1977 • 218 citations

Reconsidering ‘trends and random walks in macroeconomic time series’

1991 • 211 citations

First Order Autoregression: Inference, Estimation, and Prediction

1969 • 199 citations

A Bayesian analysis of the unit root in real exchange rates

1991 • 185 citations

Trends and Random Walks in Macroeconomic Time Series: A Re-Examination

1992 • 160 citations

Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

1990 • 123 citations

A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept

1991 • 99 citations

Power in Econometric Applications

1989 • 74 citations

A Fixed Point Characterization for Bias of Autoregressive Estimators

1989 • 67 citations

On the bias of the least squares estimator for the first order autoregressive process

1989 • 44 citations

Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions

1987 • 16 citations

Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series

1992 • 11 citations

Exact similar tests for the root of a first-order autoregressive regression model

1993 • 8 citations