The Two Greatest. Great Recession vs. Great Moderation

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Jushan Bai, Pierre Perrón · Econometrica · 1998 · 6K citations · Full text

Social Sciences, Economics, Change Measurement +13

Tests for Parameter Instability and Structural Change With Unknown Change Point

Donald W. K. Andrews · Econometrica · 1993 · 4.3K citations

Management, Business Economics, Change Measurement +14

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations

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Output Fluctuations in the United States: What Has Changed since the Early 1980's?

Gabriel Pérez‐Quirós, Margaret M. McConnell · RePEc: Research Papers in Economics · 2K citations

Social Sciences, Economics, Economic History +12