Spurious Break

Testing for a unit root in time series regression

1988 • 17,004 citations

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

1989 • 7,573 citations

Spurious regressions in econometrics

1974 • 6,029 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

Understanding spurious regressions in econometrics

1986 • 1,797 citations

STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS

1976 • 1,072 citations

Inference about the change-point in a sequence of random variables

1970 • 780 citations

Statistical Inference in Regressions with Integrated Processes: Part 1

1988 • 703 citations

The Cusum Test with Ols Residuals

1992 • 593 citations

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

1994 • 486 citations

A new test for structural stability in the linear regression model

1989 • 373 citations

Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes

1988 • 271 citations

Testing for Structural Change in Dynamic Models

1988 • 268 citations

Trends versus Random Walks in Time Series Analysis

1988 • 267 citations

Tests for a change-point

1987 • 226 citations

SURVEY OF CLASSICAL AND BAYESIAN APPROACHES TO THE CHANGE-POINT PROBLEM: FIXED SAMPLE AND SEQUENTIAL PROCEDURES OF TESTING AND ESTIMATION11Research supported in part by ONR Contracts N00014-75-0725 at The George Washington University and N00014-81-K-0407 at SUNY-Binghamton.

1983 • 173 citations

Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables

1987 • 144 citations

A Direct Test for Changing Trend

1992 • 73 citations

A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots

1991 • 68 citations

Detecting a shift in location

1983 • 20 citations