Determining the Order of Differencing in Autoregressive Processes

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

1988 • 649 citations

Unit Roots in Time Series Models: Tests and Implications

1986 • 421 citations

Forecasting with Univariate Box‐Jenkins Models

1983 • 402 citations

On Unit Roots and the Empirical Modeling of Exchange Rates

1982 • 344 citations

Determining the Order of Differencing in Autoregressive Processes

1987 • 203 citations

Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA Models

1983 • 116 citations

Estimation for Autoregressive Processes with Unit Roots

1979 • 102 citations

Wage Movements and the Labour Market Equilibrium Hypothesis

1980 • 91 citations

Predictors for the first-order autoregressive process

1980 • 48 citations

Estimation for Autoregressive Processes with Several Unit Roots

1985 • 5 citations