Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model

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M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · Journal of Applied Econometrics · 2001 · 18.9K citations

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.7K citations

Economics, Backtesting, New Tests +13

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

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Oil-price Shock, Applied Econometrics, Economic Fluctuation +19

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Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.5K citations

Economics, Engineering, Backtesting +13

Techniques for Testing the Constancy of Regression Relationships Over Time

R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4.9K citations

Summary Methods, Engineering, Data Science +14