Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Distribution of the Estimators for Autoregressive Time Series With a Unit Root | Journal of the American Statistical Association |
| 4,571 | 1979 |
Estimation of a Non-Invertible Moving Average Process: The Case of Overdifferencing | Journal of Econometrics |
| 1977 | |
Spurious regressions in econometrics | Journal of Econometrics |
| 2,927 | 1974 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Was Japan's Real Interest Rate Really Too High During the 1990s? The Role of the Zero Interest Rate Bound and Other Factors | SSRN Electronic Journal | 2003 | ||
The time-varying behaviour of real interest rates: a re-evaluation of the recent evidence | Journal of Applied Econometrics |
| 1999 | |
Nonstationarity of Regressors and Tests on Real-Interest-Rate Behavior | Journal of Business & Economic Statistics |
| 1 | 1995 |