The North American Journal of Economics and Finance · 2014 · 58 citations · 47 references
Structural BreaksEconomicsMonetary PolicyInternational FinanceMacroeconomicsFinancial IntegrationBusinessEconomic AnalysisGold InvestmentAlternative Monetary RegimeFinanceCausality AnalysisFinancial Crisis
47
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