Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 22.7K citations · Full text

Autoregressive Time Series, Regression Estimator, Economics +14

On Information and Sufficiency

S. Kullback, R. A. Leibler · The Annals of Mathematical Statistics · 1951 · 19.5K citations · Full text

Engineering, Information Theory, Data Science +4

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

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.4K citations

Unit Root, Null Hypothesis

Measuring Information Transfer

Thomas Schreiber · Physical Review Letters · 2000 · 4.3K citations · Full text

Engineering, Statistical Coherence, Information Sharing +19