Speculation, climate or pandemic: Who drives the Chinese herbal medicine bubbles?

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

Social Sciences, Economics, Econometrics +16

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

Asset Prices in an Exchange Economy

Robert E. Lucas · Econometrica · 1978 · 5.2K citations

Social Sciences, Economics, Asset Pricing +16

Stock Prices and Social Dynamics

Robert J. Shiller, Stanley Fischer, Benjamin M. Friedman · Brookings Papers on Economic Activity · 1984 · 1.3K citations

Social Sciences, Economics, Sociology +11

TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500

Peter C.B. Phillips, Shuping Shi, Jun Yu · International Economic Review · 2015 · 1.1K citations

Social Sciences, Economics, Finance +16