Testing the random walk hypothesis

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

The Behavior of Stock-Market Prices

1965 • 8,575 citations

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

1979 • 8,550 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

The Distribution Theory of Runs

1940 • 479 citations

Testing For Unit Roots: 1

1981 • 406 citations

The Use of Volatility Measures in Assessing Market Efficiency*

1981 • 347 citations

Testing for Unit Roots: 2

1984 • 255 citations

The Use of Volatility Measures in Assessing Market Efficiency

1981 • 117 citations

Testing the autoregressive parameter with the t statistic

1985 • 73 citations

Martingale-Like Behavior of Prices and Interest Rates

1984 • 40 citations