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

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

1979 • 20,919 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

Inference in Linear Time Series Models with some Unit Roots

1990 • 2,567 citations

The Advanced Theory of Statistics.

1968 • 1,584 citations

How Big Is the Random Walk in GNP?

1988 • 1,326 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

Towards a unified asymptotic theory for autoregression

1987 • 734 citations

Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk

1983 • 700 citations

Tests for Unit Roots: A Monte Carlo Investigation

1989 • 640 citations

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

1986 • 624 citations

Bayesian skepticism on unit root econometrics

1988 • 528 citations

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

1993 • 489 citations

Asymptotic Inference for Nearly Nonstationary AR(1) Processes

1987 • 489 citations

Unit roots in real GNP: Do we know, and do we care?

1990 • 257 citations

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

1992 • 160 citations

The Parameter Inference for Nearly Nonstationary Time Series

1988 • 96 citations

A General Approach to the Limiting Distribution for Estimators in Time Series Regression with Nonstable Autoregressive Errors

1990 • 85 citations

A Class of Tests for Integration and Cointegration

1999 • 69 citations

The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model

1989 • 53 citations

The Parameter Inference for Nearly Nonstationary Time Series

1988 • 34 citations

Parameter inference for a nearly nonstationary first-order autoregressive model

1984 • 23 citations

Understanding Unit Rooters: A Helicopter Tour

1988 • 17 citations

A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS

1989 • 7 citations

To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends

1990 • 7 citations

The Calculation of the Limiting Distribution of the Least Squares Estimator in Near-Integrated Model

1987 • 5 citations