International Review of Economics & Finance · 2012 · 20 citations · 40 references
Social SciencesEconomicsFinancial EconomicsInternational EconomicsMonetary EconomicsExchange Rate DeterminationExchange Rate PolicyExchange Rate RegimesExchange RatesForeign Exchange MarketsStructural Break AnalysisReal Exchange Rate DeterminationReal Exchange Rate DynamicsReal Exchange Rate Fluctuations
40
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
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Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.6K citations
Business, Economics, Econometrics +15