On the power of Dickey-Fuller tests against fractional alternatives

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

Introduction to Statistical Time Series

James T. McClave, Wayne A. Fuller · Technometrics · 1978 · 4.3K citations

Natural Sciences, Mathematics, Probability Theory +11

Fractional differencing

J. R. M. Hosking · Biometrika · 1981 · 2.5K citations

Computing, Economics, Hydrology +16

Introduction to Statistical Time Series.

Chris Chatfield, W. A. Fuller · Journal of the Royal Statistical Society Series A (General) · 1977 · 2.3K citations

Natural Sciences, Mathematics, Probability Theory +11

Tests for Unit Roots: A Monte Carlo Investigation

G. William Schwert · Journal of Business and Economic Statistics · 1989 · 657 citations · Full text

Social Sciences, Economics, Econometrics +15