Quality & Quantity · 2019 · 44 citations · 49 references
EconomicsNew FindingsMacroeconomicsBusinessEconomic AnalysisEconometricsEconomic FluctuationFourier Adf TestUnemployment RatesLabor Market OutcomeEconomic GrowthStatisticsUnemployment
49
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.7K citations
Economics, Backtesting, New Tests +13
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Pierre Perrón · Econometrica · 1989 · 7.6K citations