Standout Papers
- Testing for a unit root in time series regression (1988)
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
- Estimating and Testing Linear Models with Multiple Structural Changes (1998)
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)
- Trends and random walks in macroeconomic time series (1988)
- Further evidence on breaking trend functions in macroeconomic variables (1997)
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)
- Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)
- Nonstationarity and Level Shifts With an Application to Purchasing Power Parity (1992)
- Testing for a Unit Root in a Time Series With a Changing Mean (1990)
- Testing for a Unit Root in Time Series Regression (1988)
- Critical values for multiple structural change tests (2003)
Immediate Impact
10 by Nobel laureates 13 from Science/Nature 94 standout
Citing Papers
Energy-economy-environment nexus in China: The role of renewable energies toward carbon neutrality
2024 Standout
Climate change will accelerate the high-end risk of compound drought and heatwave events
2023 Standout
Works of Pierre Perrón being referenced
Statistically derived contributions of diverse human influences to twentieth-century temperature changes
2013
Testing for a unit root in time series regression
1988 Standout
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Pierre Perrón | 22361 | 30236 | 12328 | 140 | 37.9k | |
| Søren Johansen | 23149 | 28329 | 11896 | 165 | 37.7k | |
| David A. Dickey | 17819 | 25908 | 10724 | 94 | 39.3k | |
| Peter C.B. Phillips | 21758 | 33025 | 14219 | 443 | 43.9k | |
| Wayne A. Fuller | 18572 | 27366 | 11218 | 148 | 44.2k | |
| James H. Stock | 20260 | 26089 | 11186 | 182 | 38.9k | |
| Bruce E. Hansen | 10613 | 16668 | 7094 | 83 | 22.8k | |
| James D. Hamilton | 16014 | 23476 | 13028 | 110 | 32.9k | |
| Mark W. Watson | 17149 | 19324 | 8726 | 127 | 26.7k | |
| Donald W. K. Andrews | 11336 | 15835 | 7846 | 141 | 23.4k | |
| Yongcheol Shin | 18119 | 37007 | 9487 | 91 | 44.9k |
All Works
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