Smoothing local-to-moderate unit root theory

Convergence of Stochastic Processes.

Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations

Engineering, Mathematics, Probability Theory +16

Towards a unified asymptotic theory for autoregression

P. C. B. Phillips · Biometrika · 1987 · 797 citations

Engineering, Mathematics, Econometrics +9

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

John S. White · The Annals of Mathematical Statistics · 1958 · 448 citations · Full text

Engineering, Mathematics, Econometrics +11

Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

P. C. B. Phillips · Econometrica · 1977 · 215 citations

Natural Sciences, Biostatistics, Mathematics +13

Approximation to the Finite Sample Distribution for Nonstable First Order Stochastic Difference Equations

Stephen Satchell · Econometrica · 1984 · 38 citations

Engineering, Mathematics, Probability Theory +11