| 1 | An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles | 0.9 | 0 | Citations (PDF) |
| 2 | Inference on Conditional Quantile Processes in Partially Linear Models with Applications to the Impact of Unemployment Benefits | 3.9 | 4 | Citations (PDF) |
| 3 | On the persistence of near‐surface temperature dynamics in a warming world | 4.0 | 2 | Citations (PDF) |
| 4 | Prewhitened long-run variance estimation robust to nonstationarity | 3.4 | 2 | Citations (PDF) |
| 5 | Change-point analysis of time series with evolutionary spectra | 3.4 | 7 | Citations (PDF) |
| 6 | Anthropogenic influence on extremes and risk hotspots | 3.4 | 29 | Citations (PDF) |
| 7 | Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings | 1.1 | 4 | Citations (PDF) |
| 8 | A two‐step procedure for testing partial parameter stability in cointegrated regression models | 0.9 | 4 | Citations (PDF) |
| 9 | Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods | 0.9 | 1 | Citations (PDF) |
| 10 | Robust testing of time trend and mean with unknown integration order errors | 1.4 | 0 | Citations (PDF) |
| 11 | Forecasting in the presence of in-sample and out-of-sample breaks | 1.3 | 2 | Citations (PDF) |
| 12 | Testing for Changes in Forecasting Performance | 2.7 | 14 | Citations (PDF) |
| 13 | Spatial variations in the warming trend and the transition to more severe weather in midlatitudes | 3.4 | 34 | Citations (PDF) |
| 14 | Anthropogenic influence in observed regional warming trends and the implied social time of emergence | 6.8 | 17 | Citations (PDF) |
| 15 | The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence | 1.3 | 5 | Citations (PDF) |
| 16 | Disentangling the trend in the warming of urban areas into global and local factors | 4.0 | 28 | Citations (PDF) |
| 17 | Continuous record Laplace-based inference about the break date in structural change models | 3.4 | 22 | Citations (PDF) |
| 18 | Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures | 3.4 | 11 | Citations (PDF) |
| 19 | Temporal Aggregation and Long Memory for Asset Price Volatility | 1.9 | 3 | Citations (PDF) |
| 20 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series | 0.9 | 3 | Citations (PDF) |
| 21 | L’estimation de modèles avec changements structurels multiples | 0.0 | 1 | Citations (PDF) |
| 22 | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model | 0.9 | 10 | Citations (PDF) |
| 23 | Causality from long‐lived radiative forcings to the climate trend | 4.0 | 8 | Citations (PDF) |
| 24 | Testing for common breaks in a multiple equations system | 3.4 | 13 | Citations (PDF) |
| 25 | A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models | 1.1 | 16 | Citations (PDF) |
| 26 | Combining long memory and level shifts in modelling and forecasting the volatility of asset returns | 1.6 | 25 | Citations (PDF) |
| 27 | Inference on locally ordered breaks in multiple regressions | 1.1 | 7 | Citations (PDF) |
| 28 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component | 1.4 | 17 | Citations (PDF) |
| 29 | Modelling exchange rate volatility with random level shifts | 2.3 | 9 | Citations (PDF) |
| 30 | Characterizing and attributing the warming trend in sea and land surface temperatures | 0.0 | 10 | Citations (PDF) |
| 31 | Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses | 0.9 | 11 | Citations (PDF) |
| 32 | Residuals‐based tests for cointegration with generalized least‐squares detrended data | 4.2 | 8 | Citations (PDF) |
| 33 | Inference on a Structural Break in Trend with Fractionally Integrated Errors | 0.9 | 12 | Citations (PDF) |
| 34 | Improved Tests for Forecast Comparisons in the Presence of Instabilities | 0.9 | 11 | Citations (PDF) |
| 35 | On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests | 1.1 | 12 | Citations (PDF) |
| 36 | Measuring business cycles with structural breaks and outliers: Applications to international data | 1.0 | 26 | Citations (PDF) |
| 37 | Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors | 2.8 | 45 | Citations (PDF) |
| 38 | Forecasting return volatility: Level shifts with varying jump probability and mean reversion | 6.0 | 35 | Citations (PDF) |
| 39 | Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations | 3.4 | 42 | Citations (PDF) |
| 40 | Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run | 2.3 | 5 | Citations (PDF) |
| 41 | Statistically derived contributions of diverse human influences to twentieth-century temperature changes | 11.3 | 130 | Citations (PDF) |
| 42 | Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices | 2.0 | 5 | Citations (PDF) |
| 43 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices | 4.2 | 31 | Citations (PDF) |
| 44 | Estimating and testing multiple structural changes in linear models using band spectral regressions | 4.2 | 20 | Citations (PDF) |
| 45 | A Time-Series Analysis of the 20th Century Climate Simulations Produced for the IPCC’s Fourth Assessment Report | 2.3 | 30 | Citations (PDF) |
| 46 | Testing for Trend in the Presence of Autoregressive Error: A Comment | 3.4 | 5 | Citations (PDF) |
| 47 | A note on estimating a structural change in persistence | 1.6 | 6 | Citations (PDF) |
| 48 | On the Irrelevance of Impossibility Theorems: The Case of the Long-run Variance | 0.1 | 2 | Citations (PDF) |
| 49 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component | 0.9 | 100 | Citations (PDF) |
| 50 | Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices | 2.7 | 137 | Citations (PDF) |
| 51 | Modeling and forecasting stock return volatility using a random level shift model | 2.0 | 64 | Citations (PDF) |
| 52 | Testing for Multiple Structural Changes in Cointegrated Regression Models | 2.7 | 144 | Citations (PDF) |
| 53 | Let's take a break: Trends and cycles in US real GDP | 3.3 | 159 | Citations (PDF) |
| 54 | Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses | 3.4 | 334 | Citations (PDF) |
| 55 | Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope | 3.4 | 32 | Citations (PDF) |
| 56 | Estimating deterministic trends with an integrated or stationary noise component | 3.4 | 111 | Citations (PDF) |
| 57 | Testing for Shifts in Trend With an Integrated or Stationary Noise Component | 2.7 | 217 | Citations (PDF) |
| 58 | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change | 3.4 | 78 | Citations (PDF) |
| 59 | The limit distribution of the estimates in cointegrated regression models with multiple structural changes | 3.4 | 86 | Citations (PDF) |
| 60 | A simple modification to improve the finite sample properties of Ng and Perron's unit root tests | 1.6 | 162 | Citations (PDF) |
| 61 | Estimating and Testing Structural Changes in Multivariate Regressions | 5.0 | 399 | Citations (PDF) |
| 62 | A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend | 4.2 | 23 | Citations (PDF) |
| 63 | Estimating restricted structural change models | 3.4 | 117 | Citations (PDF) |
| 64 | Structural breaks with deterministic and stochastic trends | 3.4 | 181 | Citations (PDF) |
| 65 | A Note on the Selection of Time Series Models | 1.4 | 81 | Citations (PDF) |
| 66 | Tests of return predictability: an analysis of their properties based on a continuous time asymptotic framework | 2.0 | 5 | Citations (PDF) |
| 67 | Computation and analysis of multiple structural change models | 2.8 | 4,558 | Citations (PDF) |
| 68 | GLS detrending, efficient unit root tests and structural change | 3.4 | 153 | Citations (PDF) |
| 69 | Critical values for multiple structural change tests | 4.2 | 639 | Citations (PDF) |
| 70 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* | 0.9 | 62 | Citations (PDF) |
| 71 | Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1) | 1.1 | 2 | Citations (PDF) |
| 72 | Asymptotic approximations in the near‐integrated model with a non‐zero initial condition | 4.2 | 2 | Citations (PDF) |
| 73 | LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power | 5.0 | 3,032 | Citations (PDF) |
| 74 | A look at the quality of the approximation of the functional central limit theorem | 1.6 | 1 | Citations (PDF) |
| 75 | Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data | 2.8 | 61 | Citations (PDF) |
| 76 | Estimating and Testing Linear Models with Multiple Structural Changes | 5.0 | 4,675 | Citations (PDF) |
| 77 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time | 1.3 | 474 | Citations (PDF) |
| 78 | Estimation and inference in nearly unbalanced nearly cointegrated systems | 3.4 | 59 | Citations (PDF) |
| 79 | Further evidence on breaking trend functions in macroeconomic variables | 3.4 | 1,472 | Citations (PDF) |
| 80 | Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties | 7.4 | 406 | Citations (PDF) |
| 81 | The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors | 3.4 | 13 | Citations (PDF) |
| 82 | The effect of linear filters on dynamic time series with structural change | 3.4 | 27 | Citations (PDF) |
| 83 | THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN | 0.9 | 26 | Citations (PDF) |
| 84 | An Analysis of the Real Interest Rate Under Regime Shifts | 3.9 | 571 | Citations (PDF) |
| 85 | Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors | 1.1 | 1 | Citations (PDF) |
| 86 | Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag | 3.4 | 1,103 | Citations (PDF) |
| 87 | Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag | 3.4 | 424 | Citations (PDF) |
| 88 | Local asymptotic distribution related to the AR(1) model with dependent errors | 3.4 | 45 | Citations (PDF) |
| 89 | The effect of seasonal adjustment filters on tests for a unit root | 3.4 | 224 | Citations (PDF) |
| 90 | The HUMP-shaped behavior of macroeconomic fluctuations | 1.3 | 11 | Citations (PDF) |
| 91 | A note on Johansen's cointegration procedure when trends are present | 1.3 | 73 | Citations (PDF) |
| 92 | Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions | 2.7 | 215 | Citations (PDF) |
| 93 | Nonstationarity and Level Shifts With an Application to Purchasing Power Parity | 2.7 | 819 | Citations (PDF) |
| 94 | Nonstationarity and Level Shifts with an Application to Purchasing Power Parity | 2.7 | 479 | Citations (PDF) |
| 95 | Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions | 2.7 | 136 | Citations (PDF) |
| 96 | The limiting distribution of the least-squares estimator in nearly integrated seasonal models | 0.8 | 7 | Citations (PDF) |
| 97 | A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept | 5.0 | 89 | Citations (PDF) |
| 98 | Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots | 7.6 | 583 | Citations (PDF) |
| 99 | Testing for a Unit Root in a Time Series with a Changing Mean | 2.7 | 283 | Citations (PDF) |
| 100 | Testing for a Unit Root in a Time Series With a Changing Mean | 2.7 | 770 | Citations (PDF) |
| 101 | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis | 5.0 | 5,695 | Citations (PDF) |
| 102 | Trends and random walks in macroeconomic time series | 1.7 | 1,202 | Citations (PDF) |
| 103 | Testing for a unit root in time series regression | 2.7 | 14,506 | Citations (PDF) |
| 104 | Testing for a Unit Root in Time Series Regression | 2.7 | 517 | Citations (PDF) |
| 105 | Does GNP have a unit root? | 1.6 | 115 | Citations (PDF) |
| 106 | Testing the random walk hypothesis | 1.6 | 405 | Citations (PDF) |
| 107 | Continuous Record Asymptotics for Change‐Point Models | 0.9 | 3 | Citations (PDF) |
| 108 | Synergies Between Observed Warming and ENSO Episodes on Extreme Events | 4.0 | 2 | Citations (PDF) |
| 109 | Uncovering bias in uncovered interest parity tests | 2.1 | 0 | Citations (PDF) |
