Economics Letters · 2014 · 31 citations · 13 references
Natural SciencesPhysicsDynamical SystemsStochastic ProcessesTime Series AnalysisBrownian MotionErgodic TheoryLimit TheoremsMarkov ProcessesAutoregressive ProcessesRandom Walk Limit TheoremsRandom Walk Limits
13
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K citations
David E. Booth · Technometrics · 1997 · 3.2K citations
Time Series Regression with a Unit Root
P. C. B. Phillips · Econometrica · 1987 · 2.9K citations