Searching for a Break in GNP

Estimating the Dimension of a Model

1978 • 43,634 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Macroeconomics and Reality

1980 • 12,249 citations

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

1989 • 7,573 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

1992 • 2,581 citations

Further evidence on breaking trend functions in macroeconomic variables

1997 • 2,032 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

1978 • 1,343 citations

Are Output Fluctuations Transitory?

1987 • 771 citations

Segmented Trends and Non-Stationary Time Series

1989 • 345 citations

Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

1992 • 264 citations

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

1990 • 257 citations

Permanent and Transitory Movements in Labor Income: An Explanation for "Excess Smoothness" in Consumption

1990 • 195 citations

Life-cycle models of consumption: Is the evidence consistent with the theory?

2008 • 139 citations

Tests for Parameter Instability and Structural Change with Unknown Change Point

1990 • 24 citations

The Great Crash, The Oil Price Shock And The Unit Root Hypothesis

1988 • 21 citations