Nonstationarity and nonlinearity in inflation rate: Some further evidence

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Social Sciences, Economics, Econometrics +9

Efficient Tests for an Autoregressive Unit Root

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Computing, Economics, Econometrics +15

Trends and random walks in macroeconmic time series

Charles R. Nelson, Charles R. Plosser · Journal of Monetary Economics · 1982 · 4.7K citations

Engineering, Economics, Mathematics +14

LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power

Serena Ng, Pierre Perrón · Econometrica · 2001 · 4K citations

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

John Geweke, Susan Porter‐Hudak · Journal of Time Series Analysis · 1983 · 3K citations

Business, Economics, Econometrics +16